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Pivoting Rules for the Revised Simplex Algorithm
Yugoslav journal of operations research, Tome 24 (2014) no. 3, p. 321 Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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Pricing is a significant step in the simplex algorithm where an improving non- basic variable is selected in order to enter the basis. This step is crucial and can dictate the total execution time. In this paper, we perform a computational study in which the pricing operation is computed with eight different pivoting rules: (i) Bland’s Rule, (ii) Dantzig’s Rule, (iii) Greatest Increment Method, (iv) Least Recently Considered Method, (v) Partial Pricing Rule, (vi) Queue Rule, (vii) Stack Rule, and (viii) Steepest Edge Rule; and incorporate them with the revised simplex algorithm. All pivoting rules have been implemented in MATLAB. The test sets used in the computational study are a set of randomly generated optimal sparse and dense LPs and a set of benchmark LPs (Netlib- optimal, Kennington, Netlib-infeasible).
Classification : 90C05, 65K05
Keywords: Linear Programming, Revised Simplex Method, Pricing, Pivoting Rules. 
@article{YJOR_2014_24_3_a1,
     author = {Nikolaos Ploskas and Nikolaos Samaras},
     title = {Pivoting {Rules} for the {Revised} {Simplex} {Algorithm}},
     journal = {Yugoslav journal of operations research},
     pages = {321 },
     year = {2014},
     volume = {24},
     number = {3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2014_24_3_a1/}
}
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Nikolaos Ploskas; Nikolaos Samaras. Pivoting Rules for the Revised Simplex Algorithm. Yugoslav journal of operations research, Tome 24 (2014) no. 3, p. 321 . http://geodesic.mathdoc.fr/item/YJOR_2014_24_3_a1/