Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9663640 | European Journal of Operational Research | 2005 | 8 Pages |
Abstract
It has been recently claimed that the most-obtuse-angle pivot rule is one of the best choices for Phase I linear programs based on the simplex method. In this short note we give two instances of Phase I cycling under such ratio-test-free rule, both when it is used to obtain primal feasibility and when trying to achieve dual feasibility with its unnormalized counterpart. A crash procedure that is not objective-driven might be the cause, and a non-simplex active-set generalization could be used instead.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Pablo Guerrero-GarcıÌa, Ángel Santos-Palomo,