Performance results of the simplex algorithm for a set of real-world linear programming models

Abstract

This paper provides performance results using the SPERRY UNIVAC 1100 Series linear programming product FMPS to solve a set of 16 real-world linear programming problems. As such, this paper provides a data point for the actual performance of a commercial simplex algorithm on real-world linear programming problems and shows that the simplex algorithm is a linear time algorithm in actual performance. Correlations and performance relationships not previously available are also provided.