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Numerical Analysis and Applications

, Volume 8, Issue 4, pp 285–292 | Cite as

A simplex method algorithm using a double basis

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Abstract

A simplex method algorithm not requiring explicit LU decomposition updating in the iterations is considered. The solutions obtained with fixed LU factors are corrected using small auxiliary matrices. The results of some numerical experiments are presented.

Keywords

LU decomposition decomposition updating sparse matrices simplex method linear programming 

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Copyright information

© Pleiades Publishing, Ltd. 2015

Authors and Affiliations

  1. 1.Institute of Computational Mathematics and Mathematical GeophysicsSiberian Branch, Russian Academy of SciencesNovosibirskRussia

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