A web-based decision support system using basis update on simplex type algorithms

Abstract

Linear Programming is a significant and well-studied optimization methodology. Simplex type algorithms have been widely used in Decision Support Systems. The computation of the basis inverse is a crucial step in simplex type algorithms. In this paper, we review and compare three basis update methods. We incorporate these methods on the exterior and the revised simplex algorithm in order to highlight the significance of the choice of the basis update method in simplex type algorithms and the reduction that can offer to the solution time. We perform a computational comparison in which the basis inverse is computed with three updating methods. Finally, we have implemented a web-based Decision Support System that assists decision makers in the selection of the algorithm and basis update method in order to solve their Linear Programming problems.