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The double pivot simplex method - MaRDI portal

The double pivot simplex method (Q684156)

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scientific article; zbMATH DE number 6836902

Language	Label	Description	Also known as
English	The double pivot simplex method	scientific article; zbMATH DE number 6836902

Statements

scholarly article

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The double pivot simplex method (English)

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Mathematical Methods of Operations Research

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publication date

9 February 2018

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zbMATH Keywords

linear programming

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simplex method

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block pivots

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multiple pivots

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double pivots

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describes a project that uses

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MaRDI profile type

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full work available at URL

https://doi.org/10.1007/s00186-017-0610-4

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A stabilization of the simplex method

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New Finite Pivoting Rules for the Simplex Method

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Matrix multiplication via arithmetic progressions

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The Product Form for the Inverse in the Simplex Method

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Decomposition Principle for Linear Programs

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The Discovery of Linear Programming

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Linear Time Algorithms for Two- and Three-Variable Linear Programs

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Systems of distinct representatives and linear algebra

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A Block-$LU$ Update for Large-Scale Linear Programming

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An improved primal simplex algorithm for degenerate linear programs

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A suggested computation for maximal multi-commodity network flows

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Updated triangular factors of the basis to maintain sparsity in the product form simplex method

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Combining linear programming and automated planning to solve intermodal transportation problems

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Cycling in linear programming problems

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A Linear Programming Approach to the Cutting-Stock Problem

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A Linear Programming Approach to the Cutting Stock Problem—Part II

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Solving irregular strip packing problems by hybridising simulated annealing and linear program\-ming

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Interior point methods 25 years later

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Homotopy perturbation technique

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Novel update techniques for the revised simplex method

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Pivot versus interior point methods: Pros and cons

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Mathematical methods of organizing and planning production. English translation by Robert W. Campbell and W. H. Marlow

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A new polynomial-time algorithm for linear programming

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A primal-dual infeasible-interior-point algorithm for linear programming

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A linear programming approach to discriminant analysis with a reserved-judgment region

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Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art

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Conditional value at risk and related linear programming models for portfolio optimization

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Linear-Time Algorithms for Linear Programming in $R^3 $ and Related Problems

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On the Implementation of a Primal-Dual Interior Point Method

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Linear optimization and extensions.

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A new version of the improved primal simplex for degenerate linear programs

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A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases

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A New Linear Programming Approach to Radiation Therapy Treatment Planning Problems

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Fuzzy chance constrained linear programming model for optimizing the scrap charge in steel production

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Smoothed analysis of algorithms

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Linear programming models with planned lead times for supply chain operations planning

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Gaussian elimination is not optimal

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A fast LU update for linear programming

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Computing Sparse LU Factorizations for Large-Scale Linear Programming Bases

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A mathematical programming model for scheduling steelmaking-continuous casting production

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Pivot rules for linear programming: A survey on recent theoretical developments

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Linear quadratic programming in oriented matroids

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A stable and sparsity exploiting LU factorization of the basis matrix in linear programming

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The simplex and policy-iteration methods are strongly polynomial for the Markov decision problem with a fixed discount rate

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S00186-017-0610-4

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Sitelinks

Mathematics(1 entry)

mardi Publication:684156

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