Group for Research in Decision Analysis


A New Version of the Improved Primal Simplex for Degenerate Linear Programs

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The Improved Primal Simplex algorithm IPS [8] 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.

, 22 pages