Reliable Outer Bounds for the Dual Simplex Algorithm with Interval Right-hand Side
Résumé
In this article, we describe the reliable computation of outer bounds for linear programming problems occuring in linear relaxations derived from the Bernstein polynomials. The computation uses interval arithmetic for the Gauss-Jordan pivot steps on a simplex tableau. The resulting errors are stored as interval right hand sides. Additionally, we show how to generate a start basis for the linear programs of this type. We give details of the implementation using OpenMP and comment on numerical experiments.