An algorithm of the simplex method using a dual basis
Gerard Idelfonovich Zabinyako
Institute of Computational Mathematics and Mathematical Geophysics SB RAS, pr. Lavrentieva, 6, Novosibirsk, 630090
Keywords: LU-разложения, обновление разложений, разреженные матрицы, симплекс-метод, линейное программирование, LU-decomposition, decomposition updating, sparse matrices, simplex method, linear programming
Abstract
An algorithm of the simplex method not requiring an explicit updating of the
LU decomposition in iterations is considered. Solutions obtained with fixed
LU factors are corrected using small auxiliary matrices. The results of numerical experiments are presented.
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