This article is cited in 2 papers

An algorithm of the simplex method using a dual basis

G. I. Zabinyako

Institute of Computational Mathematics and Mathematical Geophysics SB RAS, 6 Lavrentiev pr., Novosibirsk, 630090, Russia

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.

UDC: 519.852.61

Received: 05.03.2015
Revised: 13.04.2015

DOI: 10.15372/SJNM20150401

 English version: Numerical Analysis and Applications, 2015, 8:4, 285–292

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