Abstract
We show that given a feasible primal–dual pair of linear programs in canonical form, there exists a sequence of pivots, whose length is bounded by the minimum dimension of the constraint matrix, leading from the origin to the optimum. The sequence of pivots give a sequence of square and nonsingular submatrices of the constraint matrix. Solving two linear equations involving such a submatrix give primal–dual optimal solutions to the corresponding linear program in canonical form.
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