Electronic Resource
Springer
Computational optimization and applications
8 (1997), S. 57-71
ISSN:
1573-2894
Keywords:
linear programming
;
reinversion
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
Notes:
Abstract Most of the preassigned pivot agenda algorithms that extend the Hellerman-Rarick P3 algorithm assume that the input matrix is nonsingular. Due to numerical instability, this assumption may be violated and these algorithms fail. We present a modification of theP3 algorithm which includes a procedure to recover from this type of numerical instability.The recovery procedure is integrated into P3 in such a way that all previous work can be maintained and it reduces the likelihoodthat additional recovery will be required.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1008658514906
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