Abstract:The basis matrices corresponding to consecutive iterations of the simplex method only differ in a single column. This fact is commonly exploited in current LP solvers to avoid having to compute a new factorization of the basis at every iteration. Instead, a previous factorization is updated to reflect the modified column. Several methods are known for performing the update, most prominently the Forrest-Tomlin method. We present an alternative algorithm for the special case where the update can be performed pur… Show more
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