In this paper we propose a new method for solving linear programs. This method may be viewed as a generalized coordinate descent method whereby the descent directions are chosen from a finite set. The generation of the descent directions are based on the results from monotropic programming theory. The method may be alternatively viewed as an extension of the relaxation method for network flow problems. Node labeling, cuts, and flow augmentation paths in the network case correspond to, respectively, tableau pivoting, rows of tableaus, and columns of tableaus possessing special sign patterns in the linear programming case.
ASJC Scopus subject areas
- Computer Science Applications
- Management Science and Operations Research