Abstract
In 1984, Wets presented a method for solving many linear programs that differ only in the righthand side. The idea is to build up a search tree, where each node corresponds to a dual feasible basis for the linear program, and each arc to a dual pivot step. Nodes are added to the search tree as they are needed, and the linear programs are solved by trickling down the different righthand sides in the tree until primal feasibility, and hence optimality, is achieved. We demonstrate that the order in which the righthand sides are picked is crucial for execution time and data storage requirements. Sorting methods, that do not need explicit representations of the possible righthand sides, are presented, and computational results are given.
Sign-in/Register to access full text options 
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 call
