The simplex method is not always well behaved

DOI10.1016/0024-3795(88)90197-8zbMath0655.65082OpenAlexW2044280049MaRDI QIDQ1109528

Włodzimierz Ogryczak

Publication date: 1988

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(88)90197-8

zbMATH Keywords

sensitivitynumerical stabilitysimplex methodrounding-error analysisBartels-Golub algorithmlinear- programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Roundoff error (65G50)

Related Items (2)

Round-off estimates for second-order conic feasibility problems ⋮ Solving linear programs with finite precision. II: Algorithms

Uses Software

• DEVEX

Cites Work

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• Numerical stability of the Chebyshev method for the solution of large linear systems
• A stabilization of the simplex method
• A numerically stable form of the simplex algorithm
• On practical stopping rules for the simplex method
• A practicable steepest-edge simplex algorithm
• A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases
• Methods for Computing and Modifying the LDV Factors of a Matrix
• Iterative refinement implies numerical stability
• A Characterization of Stability in Linear Programming
• A mathematical programming updating method using modified Givens transformations and applied to LP problems
• Updated triangular factors of the basis to maintain sparsity in the product form simplex method
• Methods for Modifying Matrix Factorizations
• The simplex method of linear programming using LU decomposition
• Pivot selection methods of the Devex LP code

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