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  2. Simplex algorithm - Wikipedia

    en.wikipedia.org/wiki/Simplex_algorithm

    The simplex method is remarkably efficient in practice and was a great improvement over earlier methods such as Fourier–Motzkin elimination. However, in 1972, Klee and Minty [32] gave an example, the Klee–Minty cube, showing that the worst-case complexity of simplex method as formulated by Dantzig is exponential time. Since then, for almost ...

  3. Bland's rule - Wikipedia

    en.wikipedia.org/wiki/Bland's_rule

    With Bland's rule, the simplex algorithm solves feasible linear optimization problems without cycling. [1] [2] [3] The original simplex algorithm starts with an arbitrary basic feasible solution, and then changes the basis in order to decrease the minimization target and find an optimal solution. Usually, the target indeed decreases in every ...

  4. Nelder–Mead method - Wikipedia

    en.wikipedia.org/wiki/Nelder–Mead_method

    It is a direct search method (based on function comparison) and is often applied to nonlinear optimization problems for which derivatives may not be known. However, the Nelder–Mead technique is a heuristic search method that can converge to non-stationary points [ 1 ] on problems that can be solved by alternative methods.

  5. Revised simplex method - Wikipedia

    en.wikipedia.org/wiki/Revised_simplex_method

    The revised simplex method is mathematically equivalent to the standard simplex method but differs in implementation. Instead of maintaining a tableau which explicitly represents the constraints adjusted to a set of basic variables, it maintains a representation of a basis of the matrix representing the constraints.

  6. Basic feasible solution - Wikipedia

    en.wikipedia.org/wiki/Basic_feasible_solution

    For example, if is non-basic and its coefficient in is positive, then increasing it above 0 may make larger. If it is possible to do so without violating other constraints, then the increased variable becomes basic (it "enters the basis"), while some basic variable is decreased to 0 to keep the equality constraints and thus becomes non-basic ...

  7. Klee–Minty cube - Wikipedia

    en.wikipedia.org/wiki/Klee–Minty_cube

    The time complexity of an algorithm counts the number of arithmetic operations sufficient for the algorithm to solve the problem. For example, Gaussian elimination requires the order of D 3 {\displaystyle D^{3}} operations, and so it is said to have polynomial time-complexity because its complexity is bounded by a cubic polynomial .

  8. List of numerical analysis topics - Wikipedia

    en.wikipedia.org/wiki/List_of_numerical_analysis...

    Bland's rule — rule to avoid cycling in the simplex method; Klee–Minty cube — perturbed (hyper)cube; simplex method has exponential complexity on such a domain; Criss-cross algorithm — similar to the simplex algorithm; Big M method — variation of simplex algorithm for problems with both "less than" and "greater than" constraints

  9. SIMPLE algorithm - Wikipedia

    en.wikipedia.org/wiki/SIMPLE_algorithm

    SIMPLE is an acronym for Semi-Implicit Method for Pressure Linked Equations. The SIMPLE algorithm was developed by Prof. Brian Spalding and his student Suhas Patankar at Imperial College London in the early 1970s. Since then it has been extensively used by many researchers to solve different kinds of fluid flow and heat transfer problems. [1]