Devex algorithm

In applied mathematics, the devex algorithm is a pivot rule for the simplex method developed by Paula M. J. Harris.¹ It identifies the steepest-edge approximately in its search for the optimal solution.²

References

Harris, Paula MJ. "Pivot selection methods of the Devex LP code." Mathematical programming 5.1 (1973): 1–28.
Forrest, John J., and Donald Goldfarb. "Steepest-edge simplex algorithms for linear programming." Mathematical programming 57.1–3 (1992): 341–374.

[1] Harris, Paula MJ. "Pivot selection methods of the Devex LP code." Mathematical programming 5.1 (1973): 1–28.

[2] Forrest, John J., and Donald Goldfarb. "Steepest-edge simplex algorithms for linear programming." Mathematical programming 57.1–3 (1992): 341–374.

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