On Finitness of the Primal Simplex Algorithm of Linear Fractional Programming
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Abstract:
In this paper,a numerical example of linear fractional programming (LFP) has been constructed in which a finite sequence of degenerate bases obtained by the LFP's primal simplex algorithm in referenes [1] and [2] may yield basis cycling and hence no optimum solution could be got. So,We propose the finite algorithm using Bland's rule.
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Chen Qinghua, Li Jianping. On Finitness of the Primal Simplex Algorithm of Linear Fractional Programming[J]. Journal of National University of Defense Technology,1993,15(2):66-71.