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A stabilization of the simplex method

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Summary

This paper considers the effect of round-off errors on the computations carried out in the simplex method of linear programming. Standard implementations are shown to be subject to computational instabilities. An alternative implementation of the simplex method based upon L U decompositions of the basic matrices is presented, and its computational stability is indicated by a round-off error analysis. Some computational results are given.

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Authors and Affiliations

  1. Computer Sciences Department, The University of Texas at Austin, 78712, Austin, Texas

    Richard H. Bartels

  2. Computer Science Department, Stanford Univ., 94305, Stanford, California, USA

    Richard H. Bartels

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  1. Richard H. Bartels
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Bartels, R.H. A stabilization of the simplex method. Numer. Math. 16, 414–434 (1971). https://doi.org/10.1007/BF02169151

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  • DOI: https://doi.org/10.1007/BF02169151

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