On the choice of the pivot columns of the simplex-method: Gradient criteria
type: Item
instance of: scholarly article
title: On the choice of the pivot columns of the simplex-method: Gradient criteria
zbMATH Open document ID: 0635.90056
DOI: 10.1007/BF02253740
author: B. George
published in: Computing
publication date: 1987-01-01T00:00:00Z
review text: In a Monte Carlo simulation experiment the author tests different variations of gradient criteria and compares them to the steepest unit ascent criteria. He concludes that the necessary CPU time for the latter was very high in comparison to the other ones, although the computer time per iteration was generally particularly short; moreover, of all of the 31 criteria examined, a modification of the gradient criterion taking the basic variables into account showed itself to be clearly superior to all the other criteria, in particular to the latter, and therefore can be recommended for practical use.
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 4035563
zbMATH Keywords: simplex algorithm
zbMATH Keywords: pivoting
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: gradient criteria
zbMATH Keywords: steepest unit ascent criteria
reviewed by: Ping-Qi Pan
describes a project that uses: IMSL Numerical Libraries
describes a project that uses: HSL
describes a project that uses: SAS
MaRDI profile type: Publication
cites work: Q3340493
cites work: Lineare Programmierung und Erweiterungen
cites work: A practicable steepest-edge simplex algorithm
cites work: Q5585021
cites work: Q5332463
cites work: Letter to the Editor—On Upper Bounds for the Number of Iterations in Solving Linear Programs
description: scientific article; zbMATH DE number 4035563