A double-pivot degenerate-tolerable simplex algorithm for linear programming

A double pivot algorithm that combines features of two recently published papers by these authors is proposed. The proposed algorithm is implemented in MATLAB. The MATLAB code is tested, along with a MATLAB implemention of Dantzig’s algorithm, for several test sets, including a set of cycling LP problems, Klee-Minty’s problems, randomly generated linear programming (LP) problems, and Netlib benchmark problems. The test result shows that the proposed algorithm is (a) degenerate-tolerance as we expected, and (b) more efficient than Dantzig’s algorithm for large size randomly generated LP problems but less efficient for Netlib benchmark problems and small size randomly generated problems in terms of CPU time.

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