Furthermore, the computational complexity of the policy-iteration and simplex methods is superior to that of the only known strongly polynomialtime interior-point algorithm [Ye, Y. 2005.

The mission to improve the widely used simplex-method algorithm showed instead why it works so well.

The solution method is based on piecewise linear approximations of the nonlinear flow-pressure relations. The approximated problem is solved by an extension of the Simplex method. The solution method ...

Pricing Partners, the independent valuation expert and a world leader in mathematical models and analytics for derivatives and structured products, announced today that Simplex, a new optimization ...