Dual Simplex Optimizer

If you are familiar with linear programming theory, then you recall that a linear programming problem can be stated in primal or dual form, and an optimal solution (if one exists) of the dual has a direct relationship to an optimal solution of the primal model. ILOG CPLEX's Dual Simplex Optimizer makes use of this relationship, but still reports the solution in terms of the primal model. Recent computational advances in the dual simplex method have made it the first choice for optimizing a linear programming problem. This is especially true for primal-degenerate problems with little variability in the right-hand side coefficients but significant variability in the cost coefficients.


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