The generalized simplex method

  • Authors:

  • Domingos M Cardoso;João C. N Clímaco

  • Affiliations:

  • Departamento de Matemática da Universidade de Aveiro / INESC, 3800 Aveiro, Portugal;Faculdade de Economia da Universidade de Coimbra / INESC, 3000 Coimbra, Portugal

  • Venue:
  • Operations Research Letters
  • Year:
  • 1992

Quantified Score

Hi-index 0.00

Visualization

Abstract

A method for solving linear programs which corresponds to a generalization of the simplex algorithm is introduced. This method makes feasible movements between faces of arbitrary dimension of a polytope and converges to an optimal face. The approach starts at a face of a high dimension, which is easy to determine, and systematically moves from one face to another such that, in general, the dimension of the current face decreases in each iteration.