단체법에서의 효율적인 단일인공변수법의 구현

  • Published : 1997.10.01

Abstract

In this paper, both the generalization of one artificial variable technique to the general bound problem and the efficient implementation of the technique are suggested. When the steepest-edge method is used as a pricing rule in the simplex method, it is easy to update the reduced cost and the simplex multiplier every iteration. Therefore, one artificial variable technique is more efficient than Wolfe's method in which the reduced cost and simplex multiplier must be recalculated in every iteration. When implementing the one artificial variable technique on the LP problems with the general bound restraints on the variables, an arbitrary basic solution which satisfies the bound restraints is sought first, and the artificial column which adjusts the infeasibility is introduced. The phase one of the simplex method minimizes the one artificial variable. The efficient implementation technique includes the splitting, scaling, storage of the artificial column, and the cure of infeasibility problem.

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