Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
481471 | European Journal of Operational Research | 2008 | 10 Pages |
Abstract
We propose a new pivot rule for the simplex algorithm, which is demonstrative in the dual space intuitively. Although it is based on normalized reduced costs, like the steepest-edge rule and its variants, the rule is much simpler and cheaper than the latter. We report computational results obtained with the 47 largest Netlib problems in terms of the number of rows and columns, all of the 16 Kennington problems, and the 17 largest BPMPD problems. Over the total 80 problems, a variant of the rule outperformed the Devex rule with iterations and time ratio 1.43 and 3.24, respectively.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Ping-Qi Pan,