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Self-Regulating Artificial-Free Linear Programming Solver Using a Jump and Simplex Method

Author

Listed:
  • Rujira Visuthirattanamanee

    (Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University, Bangkok 13300, Thailand)

  • Krung Sinapiromsaran

    (Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University, Bangkok 13300, Thailand)

  • Aua-aree Boonperm

    (Department of Mathematics and Statistics, Faculty of Science and Technology, Thammasat University, Pathumthani 12121, Thailand)

Abstract

An enthusiastic artificial-free linear programming method based on a sequence of jumps and the simplex method is proposed in this paper. It performs in three phases. Starting with phase 1, it guarantees the existence of a feasible point by relaxing all non-acute constraints. With this initial starting feasible point, in phase 2, it sequentially jumps to the improved objective feasible points. The last phase reinstates the rest of the non-acute constraints and uses the dual simplex method to find the optimal point. The computation results show that this method is more efficient than the standard simplex method and the artificial-free simplex algorithm based on the non-acute constraint relaxation for 41 netlib problems and 280 simulated linear programs.

Suggested Citation

  • Rujira Visuthirattanamanee & Krung Sinapiromsaran & Aua-aree Boonperm, 2020. "Self-Regulating Artificial-Free Linear Programming Solver Using a Jump and Simplex Method," Mathematics, MDPI, vol. 8(3), pages 1-15, March.
    • Handle: RePEc:gam:jmathe:v:8:y:2020:i:3:p:356-:d:329058
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    References listed on IDEAS

    as
    1. Arsham, Hossein & Adlakha, Veena & Lev, Benjamin, 2009. "A simplified algebraic method for system of linear inequalities with LP applications," Omega, Elsevier, vol. 37(4), pages 876-882, August.
    2. Fred Hanssmann & Sidney W. Hess, 1960. "A Linear Programming Approach to Production and Employment Scheduling," Management Science, INFORMS, vol. 0(1), pages 46-51, January.
    3. Gao, Pei-wang, 2015. "Improvement and its computer implementation of an artificial-free simplex-type algorithm by Arsham," Applied Mathematics and Computation, Elsevier, vol. 263(C), pages 410-415.
    4. Syed Inayatullah & Nasir Touheed & Muhammad Imtiaz, 2015. "A Streamlined Artificial Variable Free Version of Simplex Method," PLOS ONE, Public Library of Science, vol. 10(3), pages 1-28, March.
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    Cited by:

    1. Leonid B. Sokolinsky & Irina M. Sokolinskaya, 2023. "Apex Method: A New Scalable Iterative Method for Linear Programming," Mathematics, MDPI, vol. 11(7), pages 1-28, March.

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