Numerical experiments with the symmetric affine scaling algorithm on degenerate linear programming problems

The paper reports numerical results on the symmetric affine scaling algorithm applied to degenerate linear programming problems. The performance is measured in terms of the number of iterations needed to reach a prefixed level of tolerance. It is found that the number of iterations increases with the number of primal variables and, for most problems, slightly decreases with the increase of degeneracy. Problems are randomly generated, with a prescribed degree of degeneracy.