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The Composite Simplex Algorithm
Author(s): Philip Wolfe
Source: SIAM Review, Vol. 7, No. 1 (Jan., 1965), pp. 42-54
Published by: Society for Industrial and Applied Mathematics
Stable URL: /stable/2027213
Accessed: 15/12/2009 21:05
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SIAM REVIEW
Vol. 7. No. 1, January, 1965
THE COMPOSITE SIMPLEX ALGORITHM*
PHILIP WOLFEt
1. Introduction. The purpose of this paper is the description of a composite
simplex algorithm, a particular technique for using the simplex mllethodto ob-
tain a feasible solution of a linear prograniming problem, particularly in the
case in which a startiilg solution having negative values is at hand. While formlis
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