Title: On practical stopping rules for the simplex method
Abstract: Well defined feasibility tolerances are necessary to guarantee reliable results for the simplex algorithm. This note presents some formulae for dynamic definition of suitable values of the tolerances at each simplex step. They are based on error analysis techniques and seem to be applicable in the standard simplex codes. The tolerances proved to be useful in practice when lexicographic LP problems were solved.
Publication Year: 1987
Publication Date: 1987-01-01
Language: en
Type: book-chapter
Indexed In: ['crossref']
Access and Citation
Cited By Count: 2
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