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The long step rule in the bounded-variable dual simplex method: Numerical experiments

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Abstract

The dual simplex algorithm is the method of choice when linear programs have to be reoptimized after adding constraints or fixing variables. In this paper we discuss a modication of the standard dual simplex which allows for taking longer steps when proceeding from one dual feasible solution to the other. We describe this long step rule and present computational results on NETLIB and MIPLIB problems.

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Authors and Affiliations

  1. IWR, University of Heidelberg, Im Neuenheimer Feld 368, D-69120, Heidelberg, Germany, (e-mail: ekaterina.kostina@iwr.uni-heidelberg.de), DE

    Ekaterina Kostina

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  1. Ekaterina Kostina
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Manuscript received: October 2000/Final version received: December 2001

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Kostina, E. The long step rule in the bounded-variable dual simplex method: Numerical experiments. Mathematical Methods of OR 55, 413–429 (2002). https://doi.org/10.1007/s001860200188

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  • DOI: https://doi.org/10.1007/s001860200188

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