Article ID: | iaor20084139 |
Country: | Netherlands |
Volume: | 135 |
Issue: | 3 |
Start Page Number: | 333 |
End Page Number: | 342 |
Publication Date: | Dec 2007 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Gonzaga C.C. |
We present a method for constructing linear programming problems with randomly generated data. Besides the number of variables and constraints, the dimensions of the primal and dual faces are given. We show that, for problems in which the constraint matrix is carelessly constructed with random entries, with probability one only one between primal degeneracy and dual degeneracy appears.