Result: On the equivalence of the simplex methods and a multiplier-alike method for linear programming

Title:
On the equivalence of the simplex methods and a multiplier-alike method for linear programming
Source:
Journal of optimization theory and applications. 113(3):487-512
Publisher Information:
New York, NY: Springer, 2002.
Publication Year:
2002
Physical Description:
print, 9 ref
Original Material:
CRAN
Document Type:
Academic journal Article
File Description:
text
Language:
English
Author Affiliations:
Department of Electrical and Computer Engineering, University of California, Davis, California, United States
Applied Mathematics Group, University of California, Davis, California, United States
ISSN:
0022-3239
Rights:
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics

Sciences of information and communication. Documentation

FRANCIS
Accession Number:
edscal.14288022
Database:
PASCAL Archive

Further Information

In linear programming, the simplex method has been viewed for a long time as an efficient tool. Interior methods have attracted a lot of attention since they were proposed recently. It seems plausible intuitively that there is no reason why a good linear programming algorithm should not be allowed to cross the boundary of the feasible region when necessary. However, such an algorithm is seldom studied. In this paper, we will develop first a framework of a multiplier-alike algorithm for linear programming which allows its trajectory to move across the boundary of the feasible region. Second, we illustrate that such a framework has the potential to perform as well as the simplex method by showing that these methods are equivalent in a well-defined sense, even though they look so different.