Generation of degenerate linear programming problems

Generation of degenerate linear programming problems

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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:
Abstract:

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.

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