A General Pricing Scheme for the Simplex Method

Abstract

Pricing is a term in the simplex method for linear programming used to refer to the step of checking the reduced costs of nonbasic variables. If they are all of the ‘right sign’ the current basis (and solution) is optimal, if not, this procedure selects a candidate vector that looks profitable for inclusion in the basis. While theoretically the choice of… (More)
DOI: 10.1023/B:ANOR.0000004769.36807.cf

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Cite this paper

@article{Maros2003AGP, title={A General Pricing Scheme for the Simplex Method}, author={Istv{\'a}n Maros}, journal={Annals OR}, year={2003}, volume={124}, pages={193-203} }