The Improved Primal Simplex algorithm IPS  is a dynamic constraint reduction method particularly effective on degenerate linear programs. It is able to achieve a reduction in CPU time of over a factor of three on some problems compared to the commercial implementation of the simplex method CPLEX. We present a number of further improvements and effective parameter choices for IPS. On certain types of degenerate problems, our improvements yield CPU times lower than those of CPLEX by a factor of twelve.
Published September 2008 , 22 pages