Abstract
The author previously described a modification of the simplex method to handle variable upper bounds implicitly. This method can easily be used when the representation of the basis inverse (e.g. a triangular decomposition of the basis) is maintained as a dense matrix in core, but appears to cause difficulties for large problems where secondary storage and packed matrices may be employed. Here we show how the Fonest—Tomlin and Saunders updating schemes, which are designed for such large problems, can be adapted.
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Research supported in part by a fellowship from the Alfred P. Sloan Foundation and by NSF Grant ECS82-15361.
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Todd, M.J. Modifying the forrest-Tomlin and saunders updates for linear programming problems with variable upper bounds. Ann Oper Res 5, 501–515 (1986). https://doi.org/10.1007/BF02739236
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DOI: https://doi.org/10.1007/BF02739236