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A Variant of the Dual Face Algorithm Using Gauss-Jordan Elimination for Linear Programming

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Abstract

Using Cholesky factorization, the dual face algorithm was described for solving standard Linear programming (LP) problems, as it would not be very suitable for sparse computations. To dodge this drawback, this paper presents a variant using Gauss-Jordan elimination for solving bounded-variable LP problems.

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Correspondence to Ping-Qi Pan.

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This work was supported by the National Natural Science Foundation of China (Nos. 10871043 and 70971136).

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Pan, PQ. A Variant of the Dual Face Algorithm Using Gauss-Jordan Elimination for Linear Programming. J. Oper. Res. Soc. China 4, 347–356 (2016). https://doi.org/10.1007/s40305-015-0106-y

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  • DOI: https://doi.org/10.1007/s40305-015-0106-y

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