Computational results with a primal-dual subproblem simplex method

  • Authors:
  • Jing Hu;Ellis L. Johnson

  • Affiliations:
  • School of Industrial and Systems Engineering, Georgia Institute of Technology, 765 Ferst Drive, Atlanta, GA 30332-0205, USA;School of Industrial and Systems Engineering, Georgia Institute of Technology, 765 Ferst Drive, Atlanta, GA 30332-0205, USA

  • Venue:
  • Operations Research Letters
  • Year:
  • 1999

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Abstract

The two main ideas implemented are a primal-dual subproblem simplex method and a compact matrix storage scheme to speed up linear programming solution times. Two classes of problems are solved: crew-pairing optimization and cutting stock. The matrix storage schemes are different for these two problem classes, and the one for cutting stock is a hybrid using dynamic programming ideas.