A Two-Phase Support Method for Solving Linear Programs: Numerical Experiments

Abstract EN

We develop a single artificial variable technique to initialize the primal support method for solving linear programs with bounded variables.

We first recall the full artificial basis technique, then we will present the proposed algorithm.

In order to study the performances of the suggested algorithm, an implementation under the MATLAB programming language has been developed.

Finally, we carry out an experimental study about CPU time and iterations number on a large set of the NETLIB test problems.

These test problems are practical linear programs modelling various real-life problems arising from several fields such as oil refinery, audit staff scheduling, airline scheduling, industrial production and allocation, image restoration, multisector economic planning, and data fitting.

It has been shown that our approach is competitive with our implementation of the primal simplex method and the primal simplex algorithm implemented in the known open-source LP solver LP_SOLVE.