2nd International Conference on Mathematical Modeling in Physical Sciences 2013 | |
Max-out-in pivot rule with Dantzig's safeguarding rule for the simplex method | |
物理学;数学 | |
Tipawanna, Monsicha^1 ; Sinapiromsaran, Krung^1 | |
Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University, Bangkok, 10330, Thailand^1 | |
关键词: Feasible regions; Feasible solution; Linear programming problem; Number of iterations; Pivot rule; Simplex methods; | |
Others : https://iopscience.iop.org/article/10.1088/1742-6596/490/1/012196/pdf DOI : 10.1088/1742-6596/490/1/012196 |
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来源: IOP | |
【 摘 要 】
The simplex method is used to solve linear programming problem by improving the current basic feasible solution. It uses a pivot rule to guide the search in the feasible region. The pivot rule is used to select an entering index in simplex method. Nowadays, many pivot rule have been presented, but no pivot rule shows superior performance than other. Therefore, this is still an active research in linear programming. In this research, we present the max-out-in pivot rule with Dantzig's safeguarding for simplex method. This rule is based on maximum improvement of objective value of the current basic feasible point similar to the Dantzig's rule. We can illustrate by Klee and Minty problems that our rule outperforms that of Dantzig's rule by the number of iterations for solving linear programming problems.
【 预 览 】
Files | Size | Format | View |
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Max-out-in pivot rule with Dantzig's safeguarding rule for the simplex method | 502KB | download |