Phase I cycling under the most-obtuse-angle pivot rule

Phase I cycling under the most-obtuse-angle pivot rule

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Article ID: iaor20062918
Country: Netherlands
Volume: 167
Issue: 1
Start Page Number: 20
End Page Number: 27
Publication Date: Nov 2005
Journal: European Journal of Operational Research
Authors: ,
Abstract:

It has been recently claimed that the most-obtuse-angle pivot rule is one of the best choices for Phase I linear programs based on the simplex method. In this short note we give two instances of Phase I cycling under such ratio-test-free rule, both when it is used to obtain primal feasibility and when trying to achieve dual feasibility with its unnormalized counterpart. A crash procedure that is not objective-driven might be the cause, and a non-simplex active-set generalization could be used instead.

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