A practical anti-degeneracy row selection technique in network linear programming |
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Authors: | Maros István |
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Institution: | (1) RUTCOR, Rutgers University, P.O. Box 5062, 08903 New Brunswick, NJ, USA;(2) Computer and Automation Institute, Hungarian Academy of Sciences, P.O. Box 63, H-1518 Budapest, Hungary |
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Abstract: | A characteristic feature of the primal network simplex algorithm (NSA) is that it usually makes a large number of degenerate iterations. Though cycling and even stalling can be avoided by recently introduced pivot rules for NSA, the practical efficiency of these rules is not known yet. For the case when the simplex algorithm is used to solve the continuous linear programming (LP) problem there exists a practical anti-cycling procedure that proved to be efficient. It is based on an expanding relaxation of the individual bound on the variables. In this paper we discuss the adaptation of this method to NSA, taking advantage of the special integer nature of network problems. We also give an account of our experience with these ideas as they are experimentally implemented in the MINET network LP solver. Reductions of CPU time have been achieved on a smaller set of specially structured real-life problems.This research was supported in part by Hungarian Research Fund OTKA 2587, and by DAAD 314 108 060 0 while the author was at Universität Heidelberg, Germany, October, 1990. |
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Keywords: | Linear programming degeneracy network simplex algorithm pivoting minimal cost network flow |
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