A New Perturbation Simplex Algorithm for Linear Programming

Abstract

In this paper, we first propose a perturbation procedure for achieving dual feasibility, which starts with any basis without introducing artificial variables. This procedure and the dual simplex method are then incorporated into a general purpose algorithm; then, a modification of it using a perturbation technique is made in order to handle highly degenerate problems efficiently. Some interesting theoretical results are presented. Numerical results obtained are reported, which are very encouraging through still preliminary.