A projective algorithm for linear programming with no regularity condition

  • Authors:
  • J.-P Vial

  • Affiliations:
  • Département d'Economie Commerciale et Industrielle, Université de Genève, Geneva, Switzerland

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

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Abstract

The combined phase I-phase II projective algorithm of de Ghellinck and Vial solves any linear programming problem in its primal-dual formulation, without assuming any regularity condition. The method does not require artificial variables and/or constraints. It consists simply in minimizing the sum of all primal and dual variables. The present note is an alternative to a recent proposal of Anstreicher.