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Exterior Point Simplex Algorithm

In: Linear Programming Using MATLABĀ®

Author

Listed:
  • Nikolaos Ploskas

    (University of Macedonia)

  • Nikolaos Samaras

    (University of Macedonia)

Abstract

The exterior point simplex algorithm is a simplex-type algorithm that moves in the exterior of the feasible solution and constructs basic infeasible solutions instead of constructing feasible solutions like simplex algorithm does. This chapter presents the exterior point simplex algorithm. Numerical examples are presented in order for the reader to understand better the algorithm. Furthermore, an implementation of the algorithm in MATLAB is presented. The implementation is modular allowing the user to select which scaling technique and basis update method will use in order to solve LPs. Finally, a computational study over benchmark LPs and randomly generated sparse LPs is performed in order to compare the efficiency of the proposed implementation with the revised primal simplex algorithm presented in Chapter 8 .

Suggested Citation

  • Nikolaos Ploskas & Nikolaos Samaras, 2017. "Exterior Point Simplex Algorithm," Springer Optimization and Its Applications, in: Linear Programming Using MATLABĀ®, chapter 0, pages 437-490, Springer.
  • Handle: RePEc:spr:spochp:978-3-319-65919-0_10
    DOI: 10.1007/978-3-319-65919-0_10
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