The double pivot simplex method
From MaRDI portal
Recommendations
- A double-pivot simplex algorithm and its upper bounds of the iteration numbers
- Implementation of a Double-Basis Simplex Method for the General Linear Programming Problem
- A generalized dual phase-2 simplex algorithm.
- The simplex algorithm with a new primal and dual pivot rule
- Practical finite pivoting rules for the simplex method
Cites work
- scientific article; zbMATH DE number 3644821 (Why is no real title available?)
- scientific article; zbMATH DE number 2132174 (Why is no real title available?)
- scientific article; zbMATH DE number 3148886 (Why is no real title available?)
- scientific article; zbMATH DE number 4164543 (Why is no real title available?)
- scientific article; zbMATH DE number 3466805 (Why is no real title available?)
- scientific article; zbMATH DE number 4126998 (Why is no real title available?)
- scientific article; zbMATH DE number 1234104 (Why is no real title available?)
- scientific article; zbMATH DE number 825000 (Why is no real title available?)
- scientific article; zbMATH DE number 3249566 (Why is no real title available?)
- scientific article; zbMATH DE number 3069632 (Why is no real title available?)
- A Block-LU Update for Large-Scale Linear Programming
- A Linear Programming Approach to the Cutting Stock Problem—Part II
- A Linear Programming Approach to the Cutting-Stock Problem
- A New Linear Programming Approach to Radiation Therapy Treatment Planning Problems
- A fast LU update for linear programming
- A linear programming approach to discriminant analysis with a reserved-judgment region
- A mathematical programming model for scheduling steelmaking-continuous casting production
- A new polynomial-time algorithm for linear programming
- A new version of the improved primal simplex for degenerate linear programs
- A primal-dual infeasible-interior-point algorithm for linear programming
- A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases
- A stabilization of the simplex method
- A stable and sparsity exploiting LU factorization of the basis matrix in linear programming
- A suggested computation for maximal multi-commodity network flows
- An improved primal simplex algorithm for degenerate linear programs
- Combining linear programming and automated planning to solve intermodal transportation problems
- Computing Sparse LU Factorizations for Large-Scale Linear Programming Bases
- Conditional value at risk and related linear programming models for portfolio optimization
- Cycling in linear programming problems
- Decomposition Principle for Linear Programs
- Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
- Fuzzy chance constrained linear programming model for optimizing the scrap charge in steel production
- Gaussian elimination is not optimal
- Homotopy perturbation technique
- Interior point methods 25 years later
- Linear Time Algorithms for Two- and Three-Variable Linear Programs
- Linear optimization and extensions.
- Linear programming models with planned lead times for supply chain operations planning
- Linear quadratic programming in oriented matroids
- Linear-Time Algorithms for Linear Programming in R^3 and Related Problems
- Mathematical methods of organizing and planning production. English translation by Robert W. Campbell and W. H. Marlow
- Matrix multiplication via arithmetic progressions
- New Finite Pivoting Rules for the Simplex Method
- Novel update techniques for the revised simplex method
- Numerical recipes. The art of scientific computing.
- On the Implementation of a Primal-Dual Interior Point Method
- Pivot rules for linear programming: A survey on recent theoretical developments
- Pivot versus interior point methods: Pros and cons
- Smoothed analysis of algorithms
- Solving irregular strip packing problems by hybridising simulated annealing and linear program\-ming
- Systems of distinct representatives and linear algebra
- The Discovery of Linear Programming
- The Product Form for the Inverse in the Simplex Method
- The simplex and policy-iteration methods are strongly polynomial for the Markov decision problem with a fixed discount rate
- Updated triangular factors of the basis to maintain sparsity in the product form simplex method
Cited in
(5)- A double-pivot simplex algorithm and its upper bounds of the iteration numbers
- Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming
- A global pricing extension of the simplex method
- Cone-cutting: a variant representation of pivot in simplex
- Double successive partial triadic analysis DO-sPTA method
This page was built for publication: The double pivot simplex method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q684156)
