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A modification of simplex-method based on the evolution principle

V. A. Zhevnerov

Institute of Control Sciences, Russian Academy of Sciences

Abstract: The paper suggests to use the optimization direction choice law when solving an LP problem. The choice law is based on the parameter evolution principle. It is shown that the application of this law eliminates cycling and ensures appreciable problem time reduction as against the simplex-method under equal realization complexity.

UDC: 519.85