Pham Dinh Tao Un algorithme pour la résolution du programme linéaire général. (An algorithm for the solution of the general linear program). (French) Zbl 0726.90060 RAIRO, Rech. Opér. 25, No. 2, 183-201 (1991). Summary: We propose an algorithm, called SGGP, for solving a general linear programming problem. The proposed algorithm works directly in the primal variables space and comprises two phases. Phase I (initialization of the algorithm of determination of an extreme point of a convex polyhedron, which uses phase II as in the simplex algorithm) has been constructed in two forms (primal and dual procedures). Designed as a natural extension of the simplex algorithm, the algorithm SGGP contains its usual variants (dual simplex, case of bounded variables,...). We show that SGGP is a projected gradient method with an extreme point of the convex polyhedron as the starting point. MSC: 90C05 Linear programming 90-08 Computational methods for problems pertaining to operations research and mathematical programming Keywords:general linear programming; simplex algorithm; projected gradient method × Cite Format Result Cite Review PDF Full Text: DOI EuDML