Article ID Journal Published Year Pages File Type
9663640 European Journal of Operational Research 2005 8 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Computer Science Computer Science (General)
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