Novel update techniques for the revised simplex method

Contributed talk at the 15th EUROPT Workshop on Advances in Continuous Optimization, 12-14 July 2017

Julian Hall and Qi Huangfu


The development of techniques for creating and updating the invertible representation of the simplex basis matrix were a feature of my PhD studies under Roger in 1987-90. So it is appropriate that this talk presents recent recent work in this area. Specifically, it will describe two variants of the product form update and the multiple Forrest-Tomlin update which are valuable in the context of a recently released high performance revised simplex solver.