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Scarf's Procedure for Integer Programming and a Dual Simplex Algorithm

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  • Philip M. White
  • Andrew S. Caplin
  • Ludo Van der Heyden

Abstract

Herbert Scarf has recently introduced an algorithm for integer programs based on the concept of primitive sets. We show that as the choice variables become continuous, this algorithm converges to a dual simplex algorithm. This result is robust in the sense that even before the limit is reached, the simplex path is contained in the primitive sets which define Scarf's path to the solution of the integer program.

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File URL: http://cowles.econ.yale.edu/P/cd/d06a/d0649.pdf
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Bibliographic Info

Paper provided by Cowles Foundation for Research in Economics, Yale University in its series Cowles Foundation Discussion Papers with number 649.

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Length: 26 pages
Date of creation: 1982
Date of revision:
Publication status: Published in Mathematics of Operations Research (August 1983), 10(3): 403-438
Handle: RePEc:cwl:cwldpp:649

Note: CFP 624b.
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