Abstract
We have developed a least-squares primal-dual algorithm for solving linear programming problems that is impervious to degeneracy, with strict improvement attained at each iteration. We tested our algorithm on a range of linear programming problems including ones that require many pivots, usually because of degeneracy, using the primal simplex method and the dual simplex method with steepest edge pivoting. On average, our algorithm took less than half the number of iterations required by the primal and dual simplex methods; on some problems, it took over 30 times fewer iterations.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
