On simplex method with most‐obtuse‐angle rule and cosine rule

On simplex method with most‐obtuse‐angle rule and cosine rule

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Article ID: iaor20115417
Volume: 217
Issue: 20
Start Page Number: 7867
End Page Number: 7873
Publication Date: Jun 2011
Journal: Applied Mathematics and Computation
Authors: ,
Keywords: Simplex method
Abstract:

A class of simplex methods for solving linear programming (LP) problems, with cosine pivot rule, have been presented in some recent papers. In this paper we show that the cosine rule used in this class is equivalent to the most‐obtuse‐angle pivot rule, proposed by Pan (1990) . The relation between the direct method for LP and the most‐obtuse‐angle rule is discussed.

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