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A timing model for the revised simplex method
Published in Elsevier
1993
Volume: 13
   
Issue: 2
Pages: 67 - 73
Abstract
It is shown that the time spent in a widely implemented version of the revised simplex method for linear programming can be modeled as the classic inventory control system. Using an Economic Order Quantity (EOQ) formula, an approximation to the optimal frequency for basis refactorization can be inferred. Such timing models can be used to significantly reduce the cost of routine applications as well as to predict the performance of new variants of the algorithm. © 1993.
About the journal
JournalData powered by TypesetOperations Research Letters
PublisherData powered by TypesetElsevier
Open AccessNo