Digitale Medien
Springer
Journal of optimization theory and applications
45 (1985), S. 33-39
ISSN:
1573-2878
Schlagwort(e):
Linear programming
;
simplex method
;
unrestricted variables
;
simplex multipliers
;
LU-factorization
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Abstract Suppose that the simplex method is applied to a linear programming problem havingm equality constraints andr unrestricted variables. We give a method of performing the steps of the simplex method which reduces the arithmetic operation count byrm at each iteration. This savings in operations is achieved, since the method does not update the rows of the basis inverse associated with the unrestricted variables. Similar computational savings are achieved when the method is applied to the updating of anLU-factorization of the basis matrix.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF00940811
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