New Algorithm for Linear Programming That Is Easy to Implement: Application to the Transportation Problem.

摘要

We propose a new algorithm for linear-programming and apply it to solve some transportation problems. We prove the convergence of the algorithm under reasonable sufficient conditions. The main motivation of this new linear-programming solver is its extreme simplicity and its parallel structure which allows for straightforward implementations on personal computers as well as on more sophisticated machines. We give in the Appendix a version of the algorithm programmed in C in less than 30 lines. We also comment in the Appendix on the relationship of our algorithm with some models of neural networks. 14 refs., 10 figs. (ERA citation 13:058322)