Abstract
A new recursive method for resolving degeneracy in simplex-like methods for linear programming (LP) is described. The method provides a guarantee of termination, even in the presence of round-off errors, and is readily implemented. In contrast to a previous method of the author, this method works throughout in the primal space. One consequence is that the steepest-edge criterion can be used on all iterations and at all levels of recursion. It is also shown that the associated steepest-edge coefficients provide information from which the expected condition of the current LP basis can be calculated cheaply. This provides a more accurate indication of the actual condition of a system than is obtained from norm-based condition numbers. This idea also enables the condition of null space matrices to be estimated.
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