Abstract
The Improved Primal Simplex ( IPS) algorithm [Elhallaoui I, Metrane A, Desaulniers G, Soumis F. An Improved Primal Simplex algorithm for degenerate linear programs. SIAM Journal of Optimization, submitted for publication] is a dynamic constraint reduction method particularly effective on degenerate linear programs. It is able to achieve a reduction in CPU time of over a factor of three on some problems compared to the commercial implementation of the simplex method CPLEX. We present a number of further improvements and effective parameter choices for IPS. On certain types of degenerate problems, our improvements yield CPU times lower than those of CPLEX by a factor of 12.
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