A new non-monotonic infeasible simplex-type algorithm for Linear Programming

PeerJ Computer Science

Charalampos P. Triantafyllidis¹  Nikolaos Samaras² 

[1] Computational Biology & Integrative Genomics, Department of Oncology, Medical Sciences Division, University of Oxford, Oxford, United Kingdom;Department of Applied Informatics, School of Information Sciences, University of Macedonia,Thessaloniki, Greece;

关键词: Linear programming;    Simplex-type;    Interior point method;    Exterior point;    Non-monotonic;    Infeasible;   

DOI  :  10.7717/peerj-cs.265

来源: DOAJ

【 摘 要 】

This paper presents a new simplex-type algorithm for Linear Programming with the following two main characteristics: (i) the algorithm computes basic solutions which are neither primal or dual feasible, nor monotonically improving and (ii) the sequence of these basic solutions is connected with a sequence of monotonically improving interior points to construct a feasible direction at each iteration. We compare the proposed algorithm with the state-of-the-art commercial CPLEX and Gurobi Primal-Simplex optimizers on a collection of 93 well known benchmarks. The results are promising, showing that the new algorithm competes versus the state-of-the-art solvers in the total number of iterations required to converge.

【 授权许可】

Unknown