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: | Santos-Palomo ngel, Guerrero-Garca Pablo |
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.