On practical stopping rules for the simplex method
- Włodzimierz Ogryczak
Well defined feasibility tolerances are necessary to guarantee reliable results for the simplex algorithm. This note presents some formulae for dynamic definition of suitable values of the tolerances at each simplex step. They are based on error analysis techniques and seem to be applicable in the standard simplex codes. The tolerances proved to be useful in practice when lexicographic LP problems were solved.
- Record ID
- Hoffman K, K Hoffman Jackson R, R Jackson Telgen J J Telgen (eds.): Computation Mathematical Programming, Mathematical Programming Studies, vol. 31, 2009, Berlin, Springer Heidelberg, 191 p., ISBN 978-3-642-00932-7. DOI:10.1007/BFb0121175 Opening in a new tab
- Keywords in English
- Linear programming simplex method round-off errors tolerances
- DOI:10.1007/BFb0121186 Opening in a new tab
- http://link.springer.com.springerlink.eczyt.bg.pw.edu.pl/chapter/10.1007/BFb0121186 Opening in a new tab
- (en) English
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