Efficient nested pricing in the simplex algorithm

We report a remarkable success of nested pricing rules over major pivot rules commonly used in practice, such as Dantzig's original rule as well as the steepest-edge rule and Devex rule. Key words. Dantzig's rule, steepest-edge rule, Devex rule, partial pricing, nested pricing. AMS subject classifications. 65K05, 90C05

• Type: Journal
• Year: 2008
• Where: ORL
• Authors: Ping-Qi Pan
• Keywords: Devex Rule, Major Pivot Rules, Original Rule, ORL 2008