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Devex algorithm

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In applied mathematics, the devex algorithm is a pivot rule for the simplex method developed by Harris.[1] It identifies the steepest-edge approximately in its search for the optimal solution.[2]

References

  1. ^ Harris, Paula MJ. "Pivot selection methods of the Devex LP code." Mathematical programming 5.1 (1973): 1–28.
  2. ^ Forrest, John J., and Donald Goldfarb. "Steepest-edge simplex algorithms for linear programming." Mathematical programming 57.1–3 (1992): 341–374.