AN EXPERIMENTAL STUDY ON SOLVING LINEAR PROGRAMS
CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER
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An experimental study to compare the simplex method and the Lemkes method to solve linear programs is made. The M3 code for simplex method and the authors code for the Lemke method were used in the study. Comparison was made only with regard to the number of iterations each method takes and our little study shows encouraging results about the superiority of Lemke method, but no general recommendation is made by the author due to size of the study and data. A by-product of our study is a complementary pivot algorithm to solve linear programs which is a modification of the Lemkes method and which saves a considerable storage and time of computation.
- Operations Research