Article ID: | iaor1991673 |
Country: | Netherlands |
Volume: | 46 |
Issue: | 1 |
Start Page Number: | 79 |
End Page Number: | 84 |
Publication Date: | Jan 1990 |
Journal: | Mathematical Programming (Series A) |
Authors: | Roos C. |
Recently T. Terlaky has proposed a new pivoting rule for the criss-cross simplex method for linear programming and he proved that his rule is convergent. This note shows that the required number of iterations may be exponential in the number of variables and constraints of the problem.