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A double-pivot degenerate-robust simplex algorithm for linear programming

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  • Yaguang Yang
  • Fabio Vitor

Abstract

A double pivot simplex algorithm that combines features of two recently published papers by these authors is proposed. The proposed algorithm is implemented in MATLAB. The MATLAB implementation is tested, along with a MATLAB implemention of Dantzig's algorithm, for several test sets, including a set of cycling linear programming problems, Klee-Minty's problems, randomly generated linear programs, and Netlib benchmark problems. The test results show that the proposed algorithm, with a careful implementation is: 1) degenerate-robust as expected; 2) more efficient than Dantzig's algorithm for large size randomly generated linear programming problems, but less efficient for Netlib benchmark problems and small size randomly generated problems in terms of CPU time.

Suggested Citation

  • Yaguang Yang & Fabio Vitor, 2025. "A double-pivot degenerate-robust simplex algorithm for linear programming," International Journal of Operational Research, Inderscience Enterprises Ltd, vol. 52(2), pages 192-210.
    • Handle: RePEc:ids:ijores:v:52:y:2025:i:2:p:192-210
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