An Improved Simplex-Genetic Method to Solve Hard Linear Programming Problems.pdf

An Improved Simplex-Genetic Method to Solve Hard Linear Programming Problems Juan Frausto-Solís Alma Nieto-Yá?ez ITESM Campus Cuernavaca Reforma 182-A, Col Lomas De Cuernavaca, 62589, Temixco Morelos, Mexico {juan.frausto, delia.nieto}@itesm.mx Abstract. Linear programming (LP) is an important field of optimization. Even though, interior point methods are polynomial algorithms, many LP practical problems are solved more efficiently by the primal and dual revised simplex methods (RSM); however, RSM has a poor performance in hard LP problems (HLPP) as in the Klee-Minty Cubes problem. Among LP methods, the hybrid method known as Simplex-Genetic (SG) is very robust to solve HLPP. The objective of SG is to obtain the optimal solution of a HLPP, taking advantages from each one of the combined methods -a genetic algorithm (GA) and the classical primal RSM-. In this paper a new SG method named Improved Simplex Genetic Method (ISG) is presented. ISG combines a GA (with special genetic operators) with both primal and dual RSM. Numerical experimentation using some instances of the Klee-Minty cubes problem shows that ISG has a better performance than both RSM and SG. Keywords: Genetic algorithm, Simplex method, Hybrid methods, Simplex- Genetic, Linear Programming. 1 Introduction Linear programming problems (LPPs) have a wide range of real applications on diverse research areas [1], for example production planning, market analysis routing, among others [2]. The development of the Simplex Method (SM) to solve LPP in 1947 marks the start of the modern era in optimization; since then many algorithms, mainly interior point algorithms [3][4] have been developed. SM is a deterministic method and guarantees to find the optimal solution; however, for some LPPs the SM is not efficient and has poor worst-case behavior. Even though SM is an exponential algorithm, it is still the most popular and efficient method for many practical problems [5][6]. The most