The goal of this paper is to propose a dual version of the direct cosine simplex algorithm (DDCA) for general linear problems. Unlike the two-phase and the big-M methods, our technique does not involve artificial variables. Our technique solves the dual Klee-Minty problem in two iterations and solves the dual Clausen’s problem in four iterations. The utility of the proposed method is evident from the extensive computational results on test problems adapted from NETLIB. Preliminary results indicate that this dual direct cosine simplex algorithm (DDCA) reduces the number of iterations of two-phase method.
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Subject: Computer Science and Mathematics - Computational Mathematics
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