ISSN:
1436-4646
Keywords:
Large-Scale Optimization
;
Linear Programming
;
Staircase Linear Programs
;
Simplex Method
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract This and a companion paper consider how current implementations of the simplex method may be adapted to better solve linear programs that have a staged, or ‘staircase’, structure. The present paper looks at ‘inversion’ routines within the simplex method, particularly those for sparse triangular factorization of a basis by Gaussian elimination and for solution of triangular linear systems. The succeeding paper examines ‘pricing’ routines. Both papers describe extensive (though preliminary) computational experience, and can point to some quite promising results.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01583795
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