Linear Programming with the Attic Method
Autor: | Guido Buzzi-Ferraris |
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Rok vydání: | 2011 |
Předmět: | |
Zdroj: | Industrial & Engineering Chemistry Research. 50:4858-4878 |
ISSN: | 1520-5045 0888-5885 |
DOI: | 10.1021/ie1010417 |
Popis: | This manuscript outlines a novel approach to solving linear programming problems which is referred to as the Attic Method as it deals with constraints as if they were tiles of a roof. This new approach is conceptually different from both Simplex and Interior Point algorithm families. It is also intrinsically efficient: the computational effort of each iteration is usually smaller since the working matrix may be smaller and its factorization is higher performance especially with respect to Interior Point methods; the number of iterations are usually smaller too, especially compared to the Simplex method; degeneracy and feasible starting point selection problems are also easier to solve. Certain examples illustrate the differences between the Attic and the existing methods. |
Databáze: | OpenAIRE |
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