A Survey on Pivot Rules for Linear Programming (1991)
| Venue: | ANNALS OF OPERATIONS RESEARCH. (SUBMITTED |
| Citations: | 7 - 1 self |
BibTeX
@TECHREPORT{Terlaky91asurvey,
author = {T. Terlaky and Shuzhong Zhang},
title = {A Survey on Pivot Rules for Linear Programming},
institution = {ANNALS OF OPERATIONS RESEARCH. (SUBMITTED},
year = {1991}
}
Years of Citing Articles
OpenURL
Abstract
The purpose of this paper is to survey the various pivot rules of the simplex method or its variants that have been developed in the last two decades, starting from the appearance of the minimal index rule of Bland. We are mainly concerned with the finiteness property of simplex type pivot rules. There are some other important topics in linear programming, e.g. complexity theory or implementations, that are not included in the scope of this paper. We do not discuss ellipsoid methods nor interior point methods. Well known classical results concerning the simplex method are also not particularly discussed in this survey, but the connection between the new methods and the classical ones are discussed if there is any. In this paper we discuss three classes of recently developed pivot rules for linear programming. The first class (the largest one) of the pivot rules we discuss is the class of essentially combinatorial pivot rules. Namely these rules only use labeling and signs of the variab...







