COWLES FOUNDATION FOR RESEARCH IN ECONOMICS
AT YALE UNIVERSITY

Box 208281
New Haven, CT 06520-8281

COWLES FOUNDATION DISCUSSION PAPER NO. 649

"Scarf's Procedure for Integer Programming and a Dual Simplex Algorithm"

Philip M. White, Andrew S. Caplin and Ludo Van der Heyden

November 1982

Herbert Scarf has recently introduced an algorithm for integer programs based on the concept of primitive sets. We show that as the choice variables become continuous, this algorithm converges to a dual simplex algorithm. This result is robust in the sense that even before the limit is reached, the simplex path is contained in the primitive sets which define Scarf’s path to the solution of the integer program.

See CFP 624b