A timing model for the revised simplex method

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Abstract

It is shown that the time spent in a widely implemented version of the revised simplex method for linear programming can be modeled as the classic inventory control system. Using an Economic Order Quantity (EOQ) formula, an approximation to the optimal frequency for basis refactorization can be inferred. Such timing models can be used to significantly reduce the cost of routine applications as well as to predict the performance of new variants of the algorithm.

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Cited by (3)

  • Alternative model representations and computing capacity: Implications for model management

    2006, Decision Support Systems
    Citation Excerpt :

    In order to actually implement such a design, however, the computational profile (i.e., the solution times across the different representations for various levels of computing capacity) must be predictable in advance. Our approach to accomplishing this is through the use of a timing model [13,14]. A timing model can be described as a mathematical characterization that accounts for the total time spent by the algorithm by relating it to various parameters such as model size, model representation, computing capacity, and computing architecture.

  • Distributed Nested Decomposition of Staircase Linear Programs

    1997, ACM Transactions on Mathematical Software
  • On the efficacy of distributed simplex algorithms for linear programming

    1994, Computational Optimization and Applications

Research supported in part by the Office of Naval Research under grant N00014-90-J-1796 to the University of Tennessee where the work was initiated. Presented at the 14th International Symposium on Mathematical Programming in Amsterdam, August 5–9, 1991.

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