Solving linear programs with multiple right-hand sides: Pricing and ordering schemes

This paper discusses the use of different pricing and ordering schemes when solving many linear programs that differ only in the right-hand sides. This is done in a setting of what has become known as bunching or trickling down. The idea is to collect (bunch) all right-hand sides that have the same optimal basis, and to organize the search for these bases efficiently. We demonstrate that the choice of pricing rule is indeed very important, but we were not able to make conclusions regarding ordering schemes. Numerical results are given.