The Devex algorithm is a pivot selection rule used within the simplex method for solving linear programming problems. It was created by Paula M. J. Harris and works by approximating the steepest-edge criterion, choosing at each step the pivot that most closely follows the direction of steepest improvement toward the optimal solution without the full computational cost of calculating the true steepest edge. As an approximate method, Devex offers a practical middle ground between the plain simplex method's simpler but less efficient pivot rules and the more expensive exact steepest-edge rule. This description is adapted from Wikipedia contributors under CC BY-SA 4.0; changes were made. https://creativecommons.org/licenses/by-sa/4.0/
Sources
Wikipedia: Devex algorithm
Reader Challenges (0)
No disputes yet. Spotted an error or a better source? Open the first one.
Sign in to dispute this or suggest a correction.