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2008
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MP 2008
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An efficient approach to updating simplex multipliers in the simplex algorithm
15 years 2 months ago
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www.optimization-online.org
The simplex algorithm computes the simplex multipliers by solving a system (or two triangular systems) at each iteration. This note offers an efficient approach to updating the sim...
Jian-Feng Hu, Ping-Qi Pan
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