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Primal perturbation simplex algorithms for linear programming. (English) Zbl 0985.65064

Two new perturbation simplex variants for solving linear programs without introducing artificial variables are proposed. Each uses the dual pivot rule to achieve primal feasibility and then the primal pivot rule to achieve optimality. The second variant is designed to handle degenerate problems more efficiently. The author claims that the new algorithm outperforms the conventional simplex algorithms with the tested problems significantly.

MSC:

65K05 Numerical mathematical programming methods
90C05 Linear programming

Software:

DEVEX