A note on the strategy of restriction and degenerate linear programming problems |
| |
Authors: | Charles A. Holloway |
| |
Abstract: | Using the general computational strategy of restriction, necessary conditions for optimality provide an alternative criterion for entering variables when degeneracies arises in linear programming problems. Although cycling may still occur, it is shown that if it is possible to make progress at the next iteration, the criterion is guaranteed to identify a non-basic variable which increases the value of the basic solution, thereby reducing stalling. An alternative method for determining variables to exit the basis when degeneracies occur is also suggested. |
| |
Keywords: | |
|
|