A Multicriteria Decision Problem Within the Simplex Algorithm

Abstract

The simplex algorithm [1] is not a uniquely defined procedure. The finiteness of the algorithm can be proved under several different strategies for selection of the incoming and the outgoing variables. From theoretical point of view these variations of the simplex method are equivalent in the sense that they all guarantee an optimal solution (if one exists). However, from practical point of view they may be very different in the sense of the computational effort (number of operations, computer time) needed to solve a problem. At present there is a growing need for stable, fast, and flexible LP codes which also show some kind of user friendliness, especially when used on professional personal computers (PC’s).