The purpose of this paper is to develop an efficient simplex program in Linear Programming. First, the data structure is designed in the form of LU decomposition for the inverse basis matrix. Second, some techniques are introduced for the numerical st...
The purpose of this paper is to develop an efficient simplex program in Linear Programming. First, the data structure is designed in the form of LU decomposition for the inverse basis matrix. Second, some techniques are introduced for the numerical stabilization. The methods of scaling and measuring of the numerical error are implemented and tested for the NETLIB problems. Finally some modules are developed for the speed-up of simplex program.
The experimental results on the NETLIB problems show that this program provides the stable solutions.