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An exterior point simplex algorithm for (general) linear programming problems

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Abstract

We present an exterior point simplex type algorithm that possesses a new monotonic property. A dual feasible basic solution is required to start with. Intermediate solutions are neither primal nor dual feasible. Cycling-free pivoting rules and an exponentional example are presented.

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Paparrizos, K. An exterior point simplex algorithm for (general) linear programming problems. Ann Oper Res 46, 497–508 (1993). https://doi.org/10.1007/BF02023111

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