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|Title:||A primal-dual exterior point algorithm for linear programming problems|
Triantafyllidis, Charalampos P.
|Subjects:||FRASCATI::Natural sciences::Mathematics::Applied Mathematics|
FRASCATI::Natural sciences::Computer and information sciences
Primal-dual exterior point algorithm
|Source:||Yugoslav Journal of Operations Research|
|Abstract:||The aim of this paper is to present a new simplex type algorithm for the Linear Programming Problem. The Primal - Dual method is a Simplex - type pivoting algorithm that generates two paths in order to converge to the optimal solution. The first path is primal feasible while the second one is dual feasible for the original problem. Specifically, we use a three-phase-implementation. The first two phases construct the required primal and dual feasible solutions, using the Primal Simplex algorithm. Finally, in the third phase the Primal - Dual algorithm is applied. Moreover, a computational study has been carried out, using randomly generated sparse optimal linear problems, to compare its computational efficiency with the Primal Simplex algorithm and also with MATLAB's Interior Point Method implementation. The algorithm appears to be very promising since it clearly shows its superiority to the Primal Simplex algorithm as well as its robustness over the IPM algorithm.|
|Appears in Collections:||Department of Applied Informatics |
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