4 ms·
Ok, I think I'm getting it. This line from the OP confused me: 'But there’s an obvious risk of winding up in a “cycle” where you get back to a vertex that you
by mathgenius 10y ago
Ok, I think I'm getting it. This line from the OP confused me:
'But there’s an obvious risk of winding up in a “cycle” where you get back to a vertex that you already hit earlier–in which case the program will never terminate.'
- sevensor 10y agoYou only get a cycle if multiple vertices have the same objective function value. There's a similar problem of degeneracy, where you pivot back and forth between binding constraints on the same vertex and never go anywhere.
- bernardom 10y agoAnd a way to avoid cycles in simplex is known: https://en.wikipedia.org/wiki/Bland%27s_rule https://en.wikipedia.org/wiki/Bland%27s_rule