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A note on a modified primal‐dual algorithm to speed convergence in solving linear programs

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  • Harold Greenberg

Abstract

The primal‐dual algorithm is modified in a two part procedure. In the first part, the pivot row is selected so that an artificial variable is always dropped. The end of the first part usually produces some basic variables with negative values. The second part consists of selecting the most negative basic variable. The equation, represented by the selected basic variable, is multiplied through by minus one and then added to all equations with negative basic variables; it is then augmented by an artificial variable. This procedure produces feasibility for all basic variables and maintains canonical form. The standard primal‐dual method is then used to complete the solution. Computational results are presented.

Suggested Citation

  • Harold Greenberg, 1969. "A note on a modified primal‐dual algorithm to speed convergence in solving linear programs," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 16(2), pages 271-273, June.
  • Handle: RePEc:wly:navlog:v:16:y:1969:i:2:p:271-273
    DOI: 10.1002/nav.3800160210
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