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Title: A new non-monotonic infeasible simplex-type algorithm for Linear Programming
Authors: Triantafyllidis, Charalampos P.
Samaras, Nikolaos
Type: Article
Subjects: FRASCATI::Natural sciences::Computer and information sciences
FRASCATI::Natural sciences::Mathematics::Applied Mathematics
Keywords: Exterior point
Interior point method
Linear programming
Mathematical programming
Issue Date: 30-Mar-2020
Source: PeerJ. Computer science
Volume: 6
First Page: e265
Abstract: 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.
ISSN: 2376-5992
Electronic ISSN: 2376-5992
Other Identifiers: 10.7717/peerj-cs.265
Appears in Collections:Department of Applied Informatics

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