A new non-monotonic infeasible simplex-type algorithm for Linear Programming

This paper presents a new simplex-type algorithm for Linear Programming with the following two main characteristics: (i) the algorithm computes basic solutions which are neither primal or dual feasible, nor monotonically improving and (ii) the sequence of these basic solutions is connected with a sequence of monotonically improving interior points to construct a feasible direction at each iteration. We compare the proposed algorithm with the state-of-the-art commercial CPLEX and Gurobi Primal-Simplex optimizers on a collection of 93 well known benchmarks. The results are promising, showing that the new algorithm competes versus the state-of-the-art solvers in the total number of iterations required to converge

The s-monotone index selection rules for pivot algorithms of linear programming

In this paper we introduce the concept of s-monotone index selection rule for linear programming problems. We show that several known anti-cycling pivot rules like the minimal index, Last-In–First-Out and the most-often-selected-variable pivot rules are s-monotone index selection rules. Furthermore, we show a possible way to define new s-monotone pivot rules. We prove that several known algorithms like the primal (dual) simplex, MBU-simplex algorithms and criss-cross algorithm with s-monotone pivot rules are finite methods. We implemented primal simplex and primal MBU-simplex algorithms, in MATLAB, using three s-monotone index selection rules, the minimal-index, the Last-In–First-Out (LIFO) and the Most-Often-Selected-Variable (MOSV) index selection rule. Numerical results demonstrate the viability of the above listed s-monotone index selection rules in the framework of pivot algorithms

Strongly polynomial primal monotonic build-up simplex algorithm for maximal flow problems

The maximum flow problem (MFP) is a fundamental model in operations research. The network simplex algorithm is one of the most efficient solution methods for MFP in practice. The theoretical properties of established pivot algorithms for MFP is less understood. Variants of the primal simplex and dual simplex methods for MFP have been proven strongly polynomial, but no similar result exists for other pivot algorithms like the monotonic build-up or the criss-cross simplex algorithm. The monotonic build-up simplex algorithm (MBUSA) starts with a feasible solution, and fixes the dual feasibility one variable a time, temporarily losing primal feasibility. In the case of maximum flow problems, pivots in one such iteration are all dual degenerate, bar the last one. Using a labelling technique to break these ties we show a variant that solves the maximum flow problem in 2|V||A|2 pivots

Criss-cross methods: A fresh view on pivot algorithms

Criss-cross methods are pivot algorithms that solve linear programming problems in one phase starting with any basic solution. The first finite criss-cross method was invented by Chang, Terlaky and Wang independently. Unlike the simplex method that follows a monotonic edge path on the feasible region, the trace of a criss-cross method is neither monotonic (with respect to the objective function) nor feasibility preserving. The main purpose of this paper is to present mathematical ideas and proof techniques behind finite criss-cross pivot methods. A recent result on the existence of a short admissible pivot path to an optimal basis is given, indicating shortest pivot paths from any basis might be indeed short for criss-cross type algorithms. The origins and the history of criss-cross methods are also touched upo

Comparative analysis of the affine scaling and Karmarkar’s polynomial – time for linear programming

The simplex method is the well-known, non-polynomial solution technique for linear programming problems. However, some computational testing has shown that the Karmarkar’s polynomial projective interior point method may perform better than the simplex method on many classes of problems, especially, on problems with large sizes. The affine scaling algorithm is a variant of the Karmarkar’s algorithms. In this paper, we compare the affine scaling and the Karmarkar algorithms using the same test LP problem. Keywords: Polynomial-time, Complexity bound, Primal LP, Dual LP, Basic Solution, Degenerate Solution, Affine Space, Simplex and Polytop