On the choice of the pivot columns of the simplex-method: Gradient criteria (Q1097836): Difference between revisions

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.