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A Practical anti-cycling procedure for linear and nonlinear programming

Author: Philip E Gill; Stanford University. Systems Optimization Laboratory.
Publisher: Stanford, Calif. : Stanford University, Dept. of Operations Research, Systems Optimization Laboratory, 1988.
Series: Technical report (Stanford University. Systems Optimization Laboratory), SOL 88-4.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
Abstract: "A new method is given for preventing the simplex method from cycling. Key features are that a positive step is taken at every iteration, and nonbasic variables are allowed to be slightly infeasible. There is no additional work per iteration. Computational results are given for the first 53 test problems in NETLIB, indicating reliable performance in all cases. The method may be applied to active-set  Read more...
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Document Type: Book
All Authors / Contributors: Philip E Gill; Stanford University. Systems Optimization Laboratory.
OCLC Number: 22121538
Notes: "July 1988."
Description: 31 pages : illustrations ; 28 cm.
Series Title: Technical report (Stanford University. Systems Optimization Laboratory), SOL 88-4.
Responsibility: by Philip E. Gill [and others].

Abstract:

Abstract: "A new method is given for preventing the simplex method from cycling. Key features are that a positive step is taken at every iteration, and nonbasic variables are allowed to be slightly infeasible. There is no additional work per iteration. Computational results are given for the first 53 test problems in NETLIB, indicating reliable performance in all cases. The method may be applied to active-set methods for solving nonlinear programs with linear constraints."

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