Scarf's Procedure for Integer Programming and a Dual Simplex Algorithm
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.
|Date of creation:||1982|
|Publication status:||Published in Mathematics of Operations Research (August 1983), 10(3): 403-438|
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|Order Information:|| Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA|
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