• Mathematics
  • Published 2010

Positive Edge: A Pricing Criterion for the Identification of Non-Degenerate Simplex Pivots

@inproceedings{Desrosiers2010PositiveEA,
  title={Positive Edge: A Pricing Criterion for the Identification of Non-Degenerate Simplex Pivots},
  author={Jacques Desrosiers and François Soumis and Vincent Raymond and Abdelmoutalib Metrane},
  year={2010}
}
The positive edge is a new pricing rule for the primal simplex: it identifies, with a probability error less than or equal to 2 in single precision binary floating-point format and 2 in double precision format, variables allowing for non-degenerate pivots. These are identified directly from a short calculation on the original coefficients of the constraint matrix. The complexity is the same as for the computation of the reduced cost. If such a variable has a negative reduced cost, it strictly… CONTINUE READING

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