Post-optimality Analysis via the Reverse Simplex Method and the Tarry Method
Abstract
The practical applications of linear programming, not only the optimal solution but also solutions which have a somewhat lower value of the objective function are of interest. It is therefore desirable to generate all extreme-point solutions satisfying the constraints and giving a value of the objective function which differs by at most a given amount from the value for the optimal solution. Two methods are considered for generating these extreme points. The first method is called the reverse Simplex method, since it reverses the Simplex method for linear programming, the second is basic on the Tarry method for traversing a network such that all nodes are visited. The two methods are explained in detail, applied to an example and compared with each other.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1966
- Accession Number
- AD0636223
Entities
People
- C. Van De Panne
Organizations
- University of Virginia