Research Reports from the Department of Operations
Document Type
Report
Publication Date
4-1-1979
Abstract
For a linear program (LP) in which all variables have finite lower and upper bounds, a specific change of coordinates is recommended prior to solving the problem. The transformed problem is obtained by preprocessing the original data, and the result is an equivalent LP for which any state-of-the-art simplex code can be used. A computer simulation substantiates the advantages of this approach. Test results indicate that on a majority of randomly generated problems, significantly fewer iterations are required in the transformed system; for example, in one group of fifty problems, one-third of the total pivots was saved. Even when the transformed method lost, it required much less additional work than did the original method when it lost.
Keywords
Operations research, Linear programming, Computer simulation
Publication Title
Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University
Issue
Technical memorandum no. 456
Rights
This work is in the public domain and may be freely downloaded for personal or academic use
Recommended Citation
Solow, Daniel, "The Special Theory of Coordinate Transformations in Linear Programming" (1979). Research Reports from the Department of Operations. 551.
https://commons.case.edu/wsom-ops-reports/551