DYLP : a dynamic LP code

  title={DYLP : a dynamic LP code},
  author={Lou Hafer},
DYLP is a full implementation of the dynamic simplex algorithm for linear programming. Dynamic simplex attempts to maintain a reduced active constraint system by regularly purging loose constraints and variables with unfavourable reduced costs, and adding violated constraints and variables with favourable reduced costs. In abstract, the code alternates between primal and dual simplex algorithms, using dual simplex to reoptimise after updating the constraint set and primal simplex to reoptimise… CONTINUE READING