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Efficiency and implementation of simplicial zero point algorithms
Authors:G. van der Laan  L. P. Seelen
Affiliation:(1) Department of Actuarial Sciences and Econometrics, Vrije Universiteit, De Boelelaan 1081, 1081 HV Amsterdam, The Netherlands
Abstract:In this paper we compare the efficiency of several simplicial variable dimension algorithms. To do so, we first treat the issues of degeneracy and accelerating. We present a device for solving degeneracy. Furthermore we compare several accelerating techniques. The technique of iterated quasi-Newton steps after each major cycle of the simplicial algorithm is implemented in a computer code, which is used to compare the efficiency of the (n+1)-ray, 2n-ray, 2 n -ray and (3 n −1)-ray algorithms. Except for the (n+1)-ray algorithm, the number of function evaluations does not differ very much between the various algorithms. It appeared, however, that the 2 n -algorithm needs considerably less computation time.
Keywords:Simplicial Algorithm  Zero Point  Linear Programming Step  Efficiency
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