A projective simplex algorithm using LU decomposition (Q1975340)

The paper introduces a projective simplex algorithm based on LU decomposition. The method is described in tableau form, using a new simplex tableau and in the revised version. It is then extended to allow for degeneracy. The main advantage of the method is that it requires the solution of only one linear system in each iteration. The paper also describes a phase 1 procedure and an LU decomposition based crash heuristic to provide an initial tableau. Computational results illustrate the advantage of the method over a revised simplex method with explicit basis inverse on a set of 16 NETLIB problems.