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An exterior point simplex algorithm for (general) linear programming problems. (English) Zbl 0786.90043

Summary: 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.

MSC:

90C05 Linear programming
90-08 Computational methods for problems pertaining to operations research and mathematical programming
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