Proximate Linear Programming: An Experimental Study of a Modified Simplex Algorithm for Solving Linear Programs with Inexact Data
NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
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A modified simplex method has been developed for attacking large linear programs with inexact data in the right hand sides. Results from performing a limited series of computational experiments are reported. These results indicate reductions in computer time of 30 to 70 per cent over the ordinary simplex method.
- Operations Research