On Hoffman's celebrated cycling LP example

  • Authors:
  • Pablo Guerrero-García;Ángel Santos-Palomo

  • Affiliations:
  • Department of Applied Mathematics, University of Málaga, 29071 Málaga, Spain;Department of Applied Mathematics, University of Málaga, 29071 Málaga, Spain

  • Venue:
  • Computers and Operations Research
  • Year:
  • 2007

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Abstract

We answer two questions that naturally arise while dealing with Hoffman's celebrated 50-year-old linear program to be solved by the primal simplex method, where an angle @q and a scaling factor @w are adjustable parameters. In particular, we determine what conditions have to be imposed on @w for classical cycling to occur with @q=2@p/5, and what on @q with @w=+/-tan(@q). The first answer reveals that the sufficient condition widely spread over the literature is false, so fixing it turns this example into a correct example of classical cycling. Some progress towards necessary and sufficient conditions for cycling to occur in this example is also reported.