Questions tagged [dual-simplex]

For questions about the dual Simplex method.

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3
votes
3answers
98 views

warmstarting simplex algorithm- how much can problems differ from each other?

I'm working on an implementation of the simplex algorithm. I want to solve problems in real time every 30 minutes. They could be interpreted as a classic transportation problem. I couldn't really say ...
2
votes
1answer
84 views

Specific usecase of two-phase simplex algorithm

The problem below aims to find to most optimal way to transport the fuel : A company Er must transport a type of fuel from its two refineries Ra and Rb to its two points of sale PV1 and PV2. The ...
10
votes
3answers
760 views

Settings for a faster solution of a MILP (GUROBI, python)

Using GUROBI with python. When solving a MILP, I notice that the incumbent is very early (25sec) at the optimal point but the best bound is so slow to fall (maximization problem) that it takes ages (...
3
votes
0answers
40 views

Derivations for two formulae for obtaining optimal dual variable values from the optimal primal tableau

We're being taught Industrial Engineering and Operations Research for the first time this semester. Referring to the book by Hamdy A. Taha, I noticed the mention of two formulae for swiftly obtaining ...
10
votes
1answer
133 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
93 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
338 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 ...
13
votes
3answers
996 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 ...