A Dual Interior Primal Simplex Method for Linear Programming

نویسندگان

  • Akihisa Tamura
  • Hitoshi Takehara
  • Komei Fukuda
  • Satoru Fujishige
  • Masakazu KOjima
  • A. Tamura
چکیده

This paper proposes a hybrid computational method (DIPS method) which works as a simplex method for solving a standard form linear program, and, simultaneously, as an interior point method for solving its dual. The DIPS method generates a sequence of primal basic feasible solutions and a sequence of dual interior feasible solutions interdependently. Along the sequences, the duality gap decreases monotonically. As a simplex method, it gives a special column selection rule satisfying an interesting geometrical property.

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تاریخ انتشار 2009