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: | Li Wei, Li Haohao |
Keywords: | Simplex method |
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.