Dual–primal algorithm for linear optimization

Wei Li
2013 Optimization Methods and Software  
The purpose of this paper is to present a new approach for solving linear programming, which has some interesting theoretical properties. In each step of the iteration, we trace a direction completely different from primal simplex method, dual simplex method, primal-dual method and interior point method. The new method is impervious to primal degeneracy and can reach a pair of exact primal and dual optimal solutions without purifying process. Numerical results are presented that support our
more » ... retical results and confirm the viability of the approach.
doi:10.1080/10556788.2011.643889 fatcat:knc44rkne5ftdpxsxt5z2zywia