Sign in
A combined phase I-phase II projective algorithm for linear programming
Journal article   Peer reviewed

A combined phase I-phase II projective algorithm for linear programming

Kurt M. Anstreicher
Mathematical programming, Vol.43(1-3), pp.209-223
01/1989
DOI: 10.1007/BF01582290

View Online

Abstract

We devise a projective algorithm which explicitly considers the constraint that an artificial variable be zero at the solution. Inclusion of such a constraint allows the algorithm to be applied to a (possibly infeasible) standard form linear program, without the addition of any "big M" terms or conversion to a primal-dual problem. © 1989 The Mathematical Programming Society, Inc.

Details

Metrics