| Article ID: | iaor19981436 |
| Country: | Netherlands |
| Volume: | 20 |
| Issue: | 1 |
| Start Page Number: | 45 |
| End Page Number: | 50 |
| Publication Date: | Jan 1997 |
| Journal: | Operations Research Letters |
| Authors: | Paparrizos Konstantinos, Dosios Konstantinos |
| Keywords: | degeneracy |
We resolve the problem of degeneracy in a recently developed primal–dual simplex algorithm for general linear programming problems. We show that the algorithm cycles. It is also shown that if ties are broken by an arbitrary cycling-free pivot rule of the classical primal simplex algorithm, then the refined primal–dual algorithm does not cycle. Exponential worst-case behaviour is shown and relations with other algorithms are discussed.