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.