Exact solutions to linear programming problems

  • Authors:
  • David L. Applegate;William Cook;Sanjeeb Dash;Daniel G. Espinoza

  • Affiliations:
  • AT&T Labs, Research, 180 PARK AVE, P.O. BOX 971, Florham Park, NJ 07932-0971, USA;School of Industrial & Systems Engineering, Georgia Institute of Technology, 765 Ferst Drive NW., Atlanta GA, 30332, USA;IBM T. J. Watson Research Center, 1101 Kitchawan Road, Route 134, Yorktown Heights, NY 10598, USA;Departamento de Ingeniería Industrial, Universidad de Chile, Av. República 701, Santiago 837-0439, Chile

  • Venue:
  • Operations Research Letters
  • Year:
  • 2007

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Abstract

The use of floating-point calculations limits the accuracy of solutions obtained by standard LP software. We present a simplex-based algorithm that returns exact rational solutions, taking advantage of the speed of floating-point calculations and attempting to minimize the operations performed in rational arithmetic. Extensive computational results are presented.