A redundant Klee-Minty construction with all the redundant constraints touching the feasible region

Authors:
Eissa Nematollahi;TamáS Terlaky
Affiliations:
Advanced Optimization Laboratory, School of Computational Engineering and Science, McMaster University, Hamilton, Ontario, L8S4K1, Canada;Advanced Optimization Laboratory, School of Computational Engineering and Science, McMaster University, Hamilton, Ontario, L8S4K1, Canada
Venue:
Operations Research Letters
Year:
2008

Citing 3
Cited 0

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Abstract

We have previously shown, by redundant Klee-Minty constructions, that the central path may arbitrarily closely visit every vertex of the Klee-Minty cube. In those constructions, the redundant constraints are far away from the feasible region. In this paper, we provide a construction in which all redundant constraints touch the feasible region.