Steepest-edge simplex algorithms for linear programming
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Publication:1802952
DOI10.1007/BF01581089zbMATH Open0787.90047OpenAlexW2004747092MaRDI QIDQ1802952FDOQ1802952
Donald Goldfarb, John J. H. Forrest
Publication date: 29 June 1993
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01581089
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Linear programming (90C05) Large-scale problems in mathematical programming (90C06) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Cites Work
- Implementing the Simplex Method: The Initial Basis
- Pivot selection methods of the Devex LP code
- A practicable steepest-edge simplex algorithm
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- Computing Sparse LU Factorizations for Large-Scale Linear Programming Bases
- Updated triangular factors of the basis to maintain sparsity in the product form simplex method
- Implementing the simplex method for the Optimization Subroutine Library
- Vector processing in simplex and interior methods for linear programming
- An analysis of an available set of linear programming test problems
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- The Composite Simplex Algorithm
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Cited In (55)
- A computational approach to pivot selection in the LP relaxation of set problems
- An efficient simplex type algorithm for sparse and dense linear programs.
- Interior point methods 25 years later
- A Friendly Smoothed Analysis of the Simplex Method
- Applying steepest-edge techniques to a network primal-dual algorithm
- Linear programing formulations and algorithms for radiotherapy treatment planning
- A general pricing scheme for the simplex method
- Computational study of the GDPO dual phase-1 algorithm
- A largest-distance pivot rule for the simplex algorithm
- Numerical aspects in developing LP softwares, LPAKO and LPABO
- A projective simplex algorithm using LU decomposition
- Primal-dual methods for sustainable harvest scheduling problems
- A dual strategy for solving the linear programming relaxation of a driver scheduling system
- A new steepest edge approximation for the simplex method for linear programming
- Efficient nested pricing in the simplex algorithm
- The most-obtuse-angle row pivot rule for achieving dual feasibility: A computational study
- The implicit LX method of the ABS class
- A new least square algorithm for linear programming
- Vector Space Decomposition for Solving Large-Scale Linear Programs
- Implementing the simplex method as a cutting-plane method, with a view to regularization
- Progress in the dual simplex method for large scale LP problems: Practical dual phase 1 algorithms
- An affine-scaling pivot algorithm for linear programming
- Parallel distributed-memory simplex for large-scale stochastic LP problems
- Improving a primal–dual simplex-type algorithm using interior point methods
- LPAKO: A Simplex-based Linear Programming Program
- The positive edge criterion within COIN-OR's CLP
- A dual projective simplex method for linear programming
- The minimum mean cycle-canceling algorithm for linear programs
- Steepest-edge rule and its number of simplex iterations for a nondegenerate LP
- A triangulation and fill-reducing initialization procedure for the simplex algorithm
- A steepest edge active set algorithm for solving sparse linear programming problems
- The positive edge pricing rule for the dual simplex
- Pivot rules for linear programming: A survey on recent theoretical developments
- Revisiting compressed sensing: exploiting the efficiency of simplex and sparsification methods
- Towards a practical parallelisation of the simplex method
- Progress in the dual simplex algorithm for solving large scale LP problems: Techniques for a fast and stable implementation
- Fast quantum subroutines for the simplex method
- ABS algorithms for linear equations and optimization
- A phase-1 approach for the generalized simplex algorithm
- A basis-defiency-allowing variation of the simplex method for linear programming
- Advances in design and implementation of optimization software
- On the sparseness of 1-norm support vector machines
- Computing in combinatorial optimization
- Permutations in the Factorization of Simplex Bases
- Exact optimization for the \(\ell ^{1}\)-compressive sensing problem using a modified Dantzig-Wolfe method
- Hyper-sparsity in the revised simplex method and how to exploit it
- Reinforcement learning of simplex pivot rules: a proof of concept
- Title not available (Why is that?)
- Customizing the solution process of COIN-OR's linear solvers with python
- Parallelizing the dual revised simplex method
- A primal deficient-basis simplex algorithm for linear programming
- A computationally stable solution algorithm for linear programs
- Solving Multiscale Linear Programs Using the Simplex Method in Quadruple Precision
- Optimal pivot path of the simplex method for linear programming based on reinforcement learning
- A steepest feasible direction method for linear programming. Derivation and embedding in the simplex method
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