The \(s\)-monotone index selection rules for pivot algorithms of linear programming
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Publication:1926882
DOI10.1016/j.ejor.2012.02.008zbMath1253.90164OpenAlexW2124873042MaRDI QIDQ1926882
Tibor Illés, Adrienn Nagy, Zsolt Csizmadia
Publication date: 29 December 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2012.02.008
linear programming problem\texttt{MATLAB}pivot algorithms\(s\)-monotone index selection rulesanti-cycling pivot rules
Related Items (6)
Algebraic simplex initialization combined with the nonfeasible basis method ⋮ Exterior point simplex-type algorithms for linear and network optimization problems ⋮ Computational aspects of simplex and MBU-simplex algorithms using different anti-cycling pivot rules ⋮ The s-monotone index selection rule for criss-cross algorithms of linear complementarity problems ⋮ Finiteness of the quadratic primal simplex method when \(\mathbf s\)-monotone index selection rules are applied ⋮ Feasible Corrector-Predictor Interior-Point Algorithm for $P_{*} (\kappa)$-Linear Complementarity Problems Based on a New Search Direction
Uses Software
Cites Work
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- Pivot rules for linear programming: A survey on recent theoretical developments
- Pivot versus interior point methods: Pros and cons
- New variants of finite criss-cross pivot algorithms for linear programming
- 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
- A Monotonic Build-Up Simplex Algorithm for Linear Programming
- Anstreicher–Terlaky type monotonic simplex algorithms for linear feasibility problems
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