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A TECHNIQUE FOR SPEEDING CONVERGENCE IN SOLVING LINEAR PROGRAMS.
NAVAL POSTGRADUATE SCHOOL MONTEREY CA
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A technique for reducing the number of iterations necessary for solving linear programs using the primal-dual algorithm is presented. It appears that the new method will also decrease the number of iterations over any other simplex algorithm. A FORTRAN program incorporating the technique, as well as some comparative computational results are given. Author
APPROVED FOR PUBLIC RELEASE