Journal of the Operations Research Society of China

Special Issue: Continuous Optimization

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A Variant of the Dual Face Algorithm Using Gauss-Jordan Elimination for Linear Programming

  

  • Online:2016-09-30 Published:2016-09-30

Abstract:

Using Cholesky factorization, the dual face algorithm was described for solving standard Linear programming (LP) problems, as it would not be very suitable for sparse computations. To dodge this drawback, this paper presents a variant using Gauss-Jordan elimination for solving bounded-variable LP problems.