The s-monotone index selection rules for pivot algorithms of linear programming

Zsolt Csizmadia, Tibor Illés and Adrienn Nagy

European Journal of Operational Research, 2012, vol. 221, issue 3, 491-500

Abstract: In this paper we introduce the concept of s-monotone index selection rule for linear programming problems. We show that several known anti-cycling pivot rules like the minimal index, Last-In–First-Out and the most-often-selected-variable pivot rules are s-monotone index selection rules. Furthermore, we show a possible way to define new s-monotone pivot rules. We prove that several known algorithms like the primal (dual) simplex, MBU-simplex algorithms and criss-cross algorithm with s-monotone pivot rules are finite methods.

Keywords: Linear programming problem; Pivot algorithms; Anti-cycling pivot rules; s-Monotone index selection rules (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:221:y:2012:i:3:p:491-500

DOI: 10.1016/j.ejor.2012.02.008

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