Practical techniques for countering degeneracy in linear programming
Conference
·
OSTI ID:36117
Degeneracy, both primal and dual, is present to some degree in almost all practical linear programming problems. The basic Revised Simplex Method may be stalled for many iterations or even fail to terminate when a problem is highly degenerate. Moreover, when a problem is nearly degenerate (within feasibility tolerance) as a result of finite precision arithmetic in the matrix generator, {open_quotes}degenerate{close_quotes} iterations may in fact create or increase infeasibility. This paper reviews the range of techniques employed by the commercial MIP optimiser SCICONIC to counter both these problems in the primal and dual simplex algorithms.
- OSTI ID:
- 36117
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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