Implementing the Simplex Method: The Initial Basis

This paper contains the first two parts of a planned series of papers on the CPLEX2 implementation of the simplex method. Part I is introductory. It gives an elementary description of the bounded-variable simplex method as well as a rather detailed discussion of some of the numerical characteristics...

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Bibliographic Details
Main Author: Bixby, Robert E
Format: Report
Language:English
Subjects:
COMPUTATIONS
LINEAR PROGRAMMING
NUMERICAL ANALYSIS
Operations Research
OPTIMIZATION
SIMPLEX METHOD
TEST AND EVALUATION
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Summary:This paper contains the first two parts of a planned series of papers on the CPLEX2 implementation of the simplex method. Part I is introductory. It gives an elementary description of the bounded-variable simplex method as well as a rather detailed discussion of some of the numerical characteristics of the netlib test problems. These problems form the basis for the computational tests in the subsequent parts. Part II contains the main results of this paper, a description of the method used by CPLEX for constructing an initial basis.