On the Numerical Stability of Simplex-Algorithms

DOI10.1080/02331938708843246zbMATH Open0631.90037OpenAlexW2013801850MaRDI QIDQ3768670FDOQ3768670

Authors:

Publication date: 1987

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938708843246

Recommendations

• The simplex method is not always well behaved
• Amélioration de la stabilité numérique d'algorithmes de résolution de programmes linéaires à matrices de contraintes clairsemées
• Publication:3479462
• Stabilization of interior-point methods for linear programming
• scientific article; zbMATH DE number 988716

zbMATH Keywords

orthogonal decompositionnumerical stabilityrevised simplex methodStability of update-formulae

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05)

Cites Work

• An implementation of a discretization method for semi-infinite programming
• A stabilization of the simplex method
• The simplex method of linear programming using LU decomposition
• A numerically stable form of the simplex algorithm
• On error growth in the Bartels-Golub and Fletcher-Matthews algorithms for updating matrix factorizations

Cited In (8)

• Title not available (Why is that?)
• A Simplicial Algorithm for Computing Robust Stationary Points of a Continuous Function on the Unit Simplex
• A numerically exact implementation of the simplex method
• Amélioration de la stabilité numérique d'algorithmes de résolution de programmes linéaires à matrices de contraintes clairsemées
• On the stability of a two-sided sweep algorithm
• Some concepts of stability analysis in combinatorial optimization
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: On the Numerical Stability of Simplex-Algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3768670)