A double-pivot degenerate-robust simplex algorithm for linear programming
Fuente:
arXiv
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2021
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866918081762164736 |
|---|---|
| author | Yang, Yaguang Vitor, Fabio |
| author_facet | Yang, Yaguang Vitor, Fabio |
| contents | A double pivot algorithm that combines features of two recently published papers by these authors is proposed. The proposed algorithm is implemented in MATLAB. The MATLAB code is tested, along with a MATLAB implementation of Dantzig's algorithm, for several test sets, including a set of cycling LP problems, Klee-Minty's problems, randomly generated linear programming (LP) problems, and Netlib benchmark problems. The test result shows that the proposed algorithm is (a) degenerate-tolerance as we expected, and (b) more efficient than Dantzig's algorithm for large size randomly generated LP problems but less efficient for Netlib benchmark problems and small size randomly generated problems in terms of CPU time. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2107_11451 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | A double-pivot degenerate-robust simplex algorithm for linear programming Yang, Yaguang Vitor, Fabio Optimization and Control 90C05 90C49 A double pivot algorithm that combines features of two recently published papers by these authors is proposed. The proposed algorithm is implemented in MATLAB. The MATLAB code is tested, along with a MATLAB implementation of Dantzig's algorithm, for several test sets, including a set of cycling LP problems, Klee-Minty's problems, randomly generated linear programming (LP) problems, and Netlib benchmark problems. The test result shows that the proposed algorithm is (a) degenerate-tolerance as we expected, and (b) more efficient than Dantzig's algorithm for large size randomly generated LP problems but less efficient for Netlib benchmark problems and small size randomly generated problems in terms of CPU time. |
| title | A double-pivot degenerate-robust simplex algorithm for linear programming |
| topic | Optimization and Control 90C05 90C49 |
| url | https://arxiv.org/abs/2107.11451 |