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https://ruomo.lib.uom.gr/handle/7000/1062
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 Infeasible Interior point method Linear programming Mathematical programming Non-monotonic Optimization Simplex-type |
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. |
URI: | https://doi.org/10.7717/peerj-cs.265 https://ruomo.lib.uom.gr/handle/7000/1062 |
ISSN: | 2376-5992 |
Electronic ISSN: | 2376-5992 |
Other Identifiers: | 10.7717/peerj-cs.265 |
Appears in Collections: | Department of Applied Informatics |
Files in This Item:
File | Description | Size | Format | |
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Final Paper.pdf | 3,88 MB | Adobe PDF | View/Open |
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