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External Pivoting In The Simplex Algorithm

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  • H.A. Eiselt
  • C.‐L. Sandblom

Abstract

In this paper we describe the principle of external pivoting, a variant of the primal simplex algorithm. Its validity is proved in general and various strategies are designed which are based on this principle. The average convergence behavior for these strategies is then tested in a series of randomly generated problems. It is found that at least one of the strategies compares favorably with the regular simplex method.

Suggested Citation

  • H.A. Eiselt & C.‐L. Sandblom, 1985. "External Pivoting In The Simplex Algorithm," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 39(4), pages 327-341, December.
    • Handle: RePEc:bla:stanee:v:39:y:1985:i:4:p:327-341
    DOI: 10.1111/j.1467-9574.1985.tb01152.x
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    Cited by:

    1. Rönnberg, Elina & Larsson, Torbjörn, 2014. "All-integer column generation for set partitioning: Basic principles and extensions," European Journal of Operational Research, Elsevier, vol. 233(3), pages 529-538.
    2. Biressaw C. Wolde & Torbjörn Larsson, 2024. "A steepest feasible direction method for linear programming. Derivation and embedding in the simplex method," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 34(2), pages 163-182.

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