Journal
OPERATIONS RESEARCH LETTERS
Volume 35, Issue 6, Pages 693-699Publisher
ELSEVIER
DOI: 10.1016/j.orl.2006.12.010
Keywords
linear programming; simplex algorithm; rational arithmetic
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The use of floating-point calculations limits the accuracy of solutions obtained by standard LP software. We present a simplex-based algorithm that returns exact rational solutions, taking advantage of the speed of floating-point calculation, and attempting to minimize the operations performed in rational arithmetic. Extensive computational results are presented. (C) 2007 Elsevier B.V. All rights reserved.
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