Document Type
Discussion Paper
Publication Date
11-1-1982
CFDP Number
649
CFDP Pages
26
Abstract
Herbert Scarf has recently introduced an algorithm for integer programs based on the concept of primitive sets. We show that as the choice variables become continuous, this algorithm converges to a dual simplex algorithm. This result is robust in the sense that even before the limit is reached, the simplex path is contained in the primitive sets which define Scarf’s path to the solution of the integer program.
Recommended Citation
White, Philip M.; Caplin, Andrew S.; and Van der Heyden, Ludo, "Scarf's Procedure for Integer Programming and a Dual Simplex Algorithm" (1982). Cowles Foundation Discussion Papers. 883.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/883