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Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/2083

Title: Experimental investigation of an interior search method within a simple framework
Authors: Mitra, G
Tamiz, M
Yadeger, J
Publication Date: 1986
Publisher: Brunel University
Citation: Maths Technical Papers (Brunel University). June 1986, pp 1-18
Abstract: A steepest gradient method for solving Linear Programming (LP) problems, followed by a procedure for purifying a non-basic solution to an improved extreme point solution have been embedded within an otherwise simplex based optimiser. The algorithm is designed to be hybrid in nature and exploits many aspects of sparse matrix and revised simplex technology. The interior search step terminates at a boundary point which is usually non-basic. This is then followed by a series of minor pivotal steps which lead to a basic feasible solution with a superior objective function value. It is concluded that the procedures discussed in this paper are likely to have three possible applications, which are (i) improving a non-basic feasible solution to a superior extreme point solution, (iii) an improved starting point for the revised simplex method, and (iii) an efficient implementation of the multiple price strategy of the revised simplex method.
URI: http://bura.brunel.ac.uk/handle/2438/2083
Appears in Collections:Mathematics Technical Papers

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