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Communications of the ACM

Communications of the ACM

A mathematical programming updating method using modified Givens transformations and applied to LP problems

An efficient and numerically stable method is presented for the problem of updating an orthogonal decomposition of a matrix of column (or row) vectors. The fundamental idea is to add a column (or row) analogous to adding an additional row of data in a linear least squares problem. A column (or row) is dropped by a formal scaling with the imaginary unit, √-1, followed by least squares addition of the column (or row). The elimination process for the procedure is successive application of the Givens transformation in modified (more efficient) form. These ideas are illustrated with an implementation of the revised simplex method. The algorithm is a general purpose one that does not account for any particular structure or sparsity in the equations. Some suggested computational tests for determining signs of various controlling parameters in the revised simplex algorithm are mentioned. A simple means of constructing test cases and some sample computing times are presented.

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