Abstract
We devise a projective algorithm which explicitly considers the constraint that an artificial variable be zero at the solution. Inclusion of such a constraint allows the algorithm to be applied to a (possibly infeasible) standard form linear program, without the addition of any “bigM“ terms or conversion to a primal-dual problem.
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Anstreicher, K.M. A combined phase I-phase II projective algorithm for linear programming. Mathematical Programming 43, 209–223 (1989). https://doi.org/10.1007/BF01582290
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DOI: https://doi.org/10.1007/BF01582290