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The long step rule in the bounded-variable dual simplex method: Numerical experiments

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  • Ekaterina Kostina

Abstract

The dual simplex algorithm is the method of choice when linear programs have to be reoptimized after adding constraints or fixing variables. In this paper we discuss a modication of the standard dual simplex which allows for taking longer steps when proceeding from one dual feasible solution to the other. We describe this long step rule and present computational results on NETLIB and MIPLIB problems. Copyright Springer-Verlag Berlin Heidelberg 2002

Suggested Citation

  • Ekaterina Kostina, 2002. "The long step rule in the bounded-variable dual simplex method: Numerical experiments," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 55(3), pages 413-429, June.
    • Handle: RePEc:spr:anresc:v:55:y:2002:i:3:p:413-429
    DOI: 10.1007/s001860200188
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