An efficient search direction for linear programming problems

Authors:
Hsing Luh;Ray Tsaih
Affiliations:
Department of Mathematical Sciences, National Chengchi University, District Wen-Shah, Taipei 116, Taiwan, ROC;Department of MIS, National Chengchi University, District Wen-Shah, Taipei 116, Taiwan, ROC
Venue:
Computers and Operations Research
Year:
2002

Citing 6
Cited 3

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A Dantzig-Wolfe-like variant of Karmarkar's interior-point linear programming algorithm

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Very large-scale linear programming: a case study in combining interior point and simplex methods

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Linear optimization and extensions: theory and algorithms

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A family of search directions for Karmarkar's algorithm

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Combining interior-point and pivoting algorithms for linear programming

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Comments on "an efficient search direction for linear programming problems" by H. Luh and R. Tsaih

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An improved intial basis for the simplex algorithm

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On auxiliary algorithm for the simplex method by h. luh and r. tsaih

ICIC'06 Proceedings of the 2006 international conference on Intelligent Computing - Volume Part I

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Abstract

In this paper, we present an auxiliary algorithm, in terms of the speed of obtaining the optimal solution, that is effective in helping the simplex method for commencing a better initial basic feasible solution. The idea of choosing a direction towards an optimal point presented in this paper is new and easily implemented. From our experiments, the algorithm will release a corner point of the feasible region within few iterative steps, independent of the starting point. The computational results show that after the auxiliary algorithm is adopted as phase I process, the simplex method consistently reduce the number of required iterations by about 40%.