An exponential example for Terlaky's pivoting rule for the criss-cross simplex method |
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Authors: | C. Roos |
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Affiliation: | (1) Department of Mathematics and Informatics, Delft University of Technology, P.O. Box 356, 2600 AJ Delft, The Netherlands |
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Abstract: | Recently T. Terlaky has proposed a new pivoting rule for the criss-cross simplex method for linear programming and he proved that his rule is convergent. In this note we show that the required number of iterations may be exponential in the number of variables and constraints of the problem. |
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Keywords: | Linear programming pivoting rule Gray code |
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