An efficient approach to updating simplex multipliers in the simplex algorithm

DOI10.1007/s10107-007-0099-3zbMath1145.90039OpenAlexW1978815031MaRDI QIDQ927163

Jian-Feng Hu, Ping-Qi Pan

Publication date: 4 June 2008

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-007-0099-3

zbMATH Keywords

Linear programmingLU factorizationSimplex algorithmBartels-Golub updateForrest-Tomlin updateSimplex multipliers

Mathematics Subject Classification ID

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

Uses Software

• BPMPD
• CPLEX
• MINOS
• DEVEX
• NETLIB LP Test Set

Cites Work

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• Maintaining LU factors of a general sparse matrix
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• Commentary—Progress in Linear Programming
• On pricing and backward transformation in linear programming
• Updated triangular factors of the basis to maintain sparsity in the product form simplex method
• The simplex method of linear programming using LU decomposition
• Pivot selection methods of the Devex LP code