Performance evaluation of a family of criss–cross algorithms for linear programming

Abstract

In this article we evaluate a family of criss–cross algorithms for linear programming problems, comparing the results obtained by these algorithms over a set of test problems with those obtained by the simplex algorithms implemented in the XPRESS commercial package. We describe the known criss–cross variants existing in the literature and introduce new versions obtained with a slight modification based on the original criss–cross algorithm. Moreover, we consider some computational details of our implementation and describe the set of test problems used.