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Scarf's Procedure for Integer Programming and a Dual Simplex Algorithm

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Listed:
  • Philip M. White
  • Andrew S. Caplin
  • Ludo Van der Heyden

Abstract

Herbert Scarf has recently introduced an algorithm for integer programs based on the concept of primitive sets. We show that as the choice variables become continuous, this algorithm converges to a dual simplex algorithm. This result is robust in the sense that even before the limit is reached, the simplex path is contained in the primitive sets which define Scarf's path to the solution of the integer program.

Suggested Citation

  • Philip M. White & Andrew S. Caplin & Ludo Van der Heyden, 1982. "Scarf's Procedure for Integer Programming and a Dual Simplex Algorithm," Cowles Foundation Discussion Papers 649, Cowles Foundation for Research in Economics, Yale University.
    • Handle: RePEc:cwl:cwldpp:649
    Note: CFP 624b.
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    File URL: https://cowles.yale.edu/sites/default/files/files/pub/d06/d0649.pdf
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