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Questions tagged [dual-simplex]

For questions about the dual Simplex method.

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10
votes
1answer
107 views

How to access neighboring extreme points to an optimal extreme point of an LP?

Suppose that I have access to an optimal non-degenerate extreme point of an LP. I need to find some $\epsilon$-optimal extreme points. That is, a point $x$ where $c'x \le z^{*} + \epsilon$. One way ...
5
votes
0answers
75 views

Construct a direction of recession of the dual that is from growth to dual function

Consider the primal problem $$\begin{array}{ll} \text{minimize} & c^\top x\\ \text{subject to} & Ax = b\\ & x \geq 0\end{array}$$ where $ A \in \mathbb {R}^{ m × n}$ has rank $m$. Suppose ...
8
votes
2answers
212 views

Simplex-Implementations in professional Solvers

Which non-textbook variants (primal/dual, revised) and techniques (e.g. steepest-edge) do professional solvers like Xpress, CPLEX, CLP use, to get the best out of the simplex algorithm? This ...
12
votes
3answers
277 views

When should I use dual Simplex over primal Simplex?

In Gurobi the user can change the method parameter in order to force Gurobi to use a particular method for solving MIPs. The user can, amongst others, choose ...