New variants of finite criss-cross pivot algorithms for linear programming

DOI10.1016/S0377-2217(98)00026-5zbMath1009.90070OpenAlexW2005922382WikidataQ62058796 ScholiaQ62058796MaRDI QIDQ1610181

Shu-Zhong Zhang

Publication date: 18 August 2002

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(98)00026-5

zbMATH Keywords

linear programminganti-cyclingcriss-cross pivot method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05)

Related Items

New variants of the criss-cross method for linearly constrained convex quadratic programming, Exact methods for large-scale multi-period financial planning problems, The \(s\)-monotone index selection rules for pivot algorithms of linear programming, Exterior point simplex-type algorithms for linear and network optimization problems, Finiteness of the quadratic primal simplex method when \(\mathbf s\)-monotone index selection rules are applied, Pivot versus interior point methods: Pros and cons

Cites Work

• A finite crisscross method for oriented matroids
• A finite conformal-elimination free algorithm over oriented matroid programming
• On the finiteness of the criss-cross method
• On anti-cycling pivoting rules for the simplex method
• The linear complementarity problem, sufficient matrices, and the criss- cross method
• Pivot rules for linear programming: A survey on recent theoretical developments
• Criss-cross methods: A fresh view on pivot algorithms
• The role of pivoting in proving some fundamental theorems of linear algebra
• The Criss-Cross Method for Solving Linear Programming Problems
• A convergent criss-cross method
• New Finite Pivoting Rules for the Simplex Method
• Some generalizations of the criss-cross method for quadratic programming