Abstract:
An algorithm of the simplex method not requiring an explicit updating of the LU decomposition in iterations is considered. Solutions obtained with fixed LU factors are corrected using small auxiliary matrices. The results of numerical experiments are presented.
Key words:LU-decomposition, decomposition updating, sparse matrices, simplex method, linear programming.
Citation:
G. I. Zabinyako, “An algorithm of the simplex method using a dual basis”, Sib. Zh. Vychisl. Mat., 18:4 (2015), 349–359; Num. Anal. Appl., 8:4 (2015), 285–292