On gradient simplex methods for linear programs

DOI10.1155/S1173912604000070MaRDI QIDQ705416zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 31 January 2005

Published in Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/129964

Mathematics Subject Classification ID

Linear programming (90C05) Methods of reduced gradient type (90C52)

Review text

Summary: A variety of pivot column selection rules based upon the gradient criteria (including the steepest edge) have been explored to improve the efficiency of the primal simplex method. Simplex-like algorithms have been proposed imbedding the gradient direction (GD) which includes all variables whose increase or decrease leads to an improvement in the objective function. Recently a frame work has been developed in the simplex method to incorporate the reduced-gradient direction (RGD) consisting of only variables whose increase leads to an improvement in the objective function. In this paper, the results are extended to embed GD in the simplex method based on the concept of combining directions. Also mathematical properties related to combining directions as well as deleting a variable from all basic directions are presented.

Recommendations

• scientific article; zbMATH DE number 4043617
• scientific article; zbMATH DE number 5511136
• scientific article; zbMATH DE number 3466839
• scientific article; zbMATH DE number 4025156
• The calculus of simplex gradients
• scientific article; zbMATH DE number 3968343
• scientific article; zbMATH DE number 4142889
• scientific article; zbMATH DE number 4074370
• scientific article; zbMATH DE number 468924
• scientific article; zbMATH DE number 513333

Cited in

(9)

• On the choice of the pivot columns of the simplex-method: Gradient criteria
• Steepest-edge simplex algorithms for linear programming
• A steepest feasible direction extension of the simplex method
• A hybrid gradient and feasible direction pivotal solution algorithm for general linear programs
• scientific article; zbMATH DE number 3858837 (Why is no real title available?)
• scientific article; zbMATH DE number 4213749 (Why is no real title available?)
• scientific article; zbMATH DE number 4142889 (Why is no real title available?)
• scientific article; zbMATH DE number 4033489 (Why is no real title available?)
• scientific article; zbMATH DE number 4123781 (Why is no real title available?)

This page was built for publication: On gradient simplex methods for linear programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q705416)