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

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  • Zhang, S.

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.

Suggested Citation

  • Zhang, S., 1997. "New variants of finite criss-cross pivot algorithms for linear programming," Econometric Institute Research Papers EI 9707-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Handle: RePEc:ems:eureir:1419
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    File URL: https://repub.eur.nl/pub/1419/eeb19960111120055.pdf
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    References listed on IDEAS

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    1. Stanley Zionts, 1969. "The Criss-Cross Method for Solving Linear Programming Problems," Management Science, INFORMS, vol. 15(7), pages 426-445, March.
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    Cited by:

    1. Csizmadia, Zsolt & Illés, Tibor & Nagy, Adrienn, 2012. "The s-monotone index selection rules for pivot algorithms of linear programming," European Journal of Operational Research, Elsevier, vol. 221(3), pages 491-500.
    2. Adrienn Csizmadia & Zsolt Csizmadia & Tibor Illés, 2018. "Finiteness of the quadratic primal simplex method when s-monotone index selection rules are applied," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 26(3), pages 535-550, September.

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