An algorithm for the solution of linear programming problems.

Abstract

Linear programming techniques are becoming of greater importance because the use of computerization has increased the fields for applications for linear programs. The primaldual algorithm, in which the constraints are added one at a time, is investigated as a possible faster solution method. A computer program was developed to compare this method with the standard primal-dual algorithm using the full set of constraints at one time. Several random problems were solved using these two methods, and the results indicated a significant improvement in the solution time by the use of adding the constraints one at a time.