New variants of finite criss-cross pivot algorithms for linear programming

Shuzhong Zhang

No EI 9707-/A, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: In this paper we generalize the so-called first-in-last-out pivot rule and the most-often-selected-variable pivot rule for the simplex method, as proposed in Zhang \\cite{Z91}, to the criss-cross pivot setting where neither the primal nor the dual feasibility is preserved. The finiteness of the new criss-cross pivot variants is proven.

Keywords: anti-cycling; criss-cross pivot method; linear programming (search for similar items in EconPapers)
Date: 1997-01-01
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Citations: View citations in EconPapers (2)

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