Exterior Point Simplex Algorithm
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The exterior point simplex algorithm is a simplex-type algorithm that moves in the exterior of the feasible solution and constructs basic infeasible solutions instead of constructing feasible solutions like simplex algorithm does. This chapter presents the exterior point simplex algorithm. Numerical examples are presented in order for the reader to understand better the algorithm. Furthermore, an implementation of the algorithm in MATLAB is presented. The implementation is modular allowing the user to select which scaling technique and basis update method will use in order to solve LPs. Finally, a computational study over benchmark LPs and randomly generated sparse LPs is performed in order to compare the efficiency of the proposed implementation with the revised primal simplex algorithm presented in Chapter 8.
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