Self-regulating artificial-free linear programming solver using a jump and simplex method

Abstract

An enthusiastic artificial-free linear programming method based on a sequence of jumps and the simplex method is proposed in this paper. It performs in three phases. Starting with phase 1, it guarantees the existence of a feasible point by relaxing all non-acute constraints. With this initial starting feasible point, in phase 2, it sequentially jumps to the improved objective feasible points. The last phase reinstates the rest of the non-acute constraints and uses the dual simplex method to find the optimal point. The computation results show that this method is more efficient than the standard simplex method and the artificial-free simplex algorithm based on the non-acute constraint relaxation for 41 netlib problems and 280 simulated linear programs.