New variants of finite criss-cross pivot algorithms for linear programming

New variants of finite criss-cross pivot algorithms for linear programming

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Article ID: iaor20002404
Country: Netherlands
Volume: 116
Issue: 3
Start Page Number: 607
End Page Number: 614
Publication Date: Aug 1999
Journal: European Journal of Operational Research
Authors:
Keywords: cycling in LPs
Abstract:

In this paper we generalize the so-called first-in-last-out pivot rule and the most-often-selected-variable pivot rule for the simplex method, as proposed in S. Zhang to the criss-cross pivot setting where neither the primal nor the dual feasibility is preserved. The finiteness of the new criss-cross pivot variants is proven.

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