The simplex algorithm with a new primal and dual pivot rule.
Hsin-Der ChenPanos M. PardalosMichael A. SaundersPublished in: Oper. Res. Lett. (1994)
Keyphrases
- simplex algorithm
- primal dual
- linear programming
- linear program
- linear programming problems
- network simplex algorithm
- convergence rate
- duality gap
- algorithm for linear programming
- simplex method
- convex optimization
- variational inequalities
- interior point methods
- approximation algorithms
- interior point
- randomly generated
- dual formulation
- semidefinite programming
- dynamic programming
- objective function
- column generation
- dual variables
- worst case