DefinePK

Abstract

In some linear programming problems, there are some situations are often difficult to solve, one such situation is the non convergence of the problem, given that it has a finite or infinite optimal solution. Here we present a procedure for solving degenerate linear programming problem, based on the philosophy of constraints activities, by constructing a new rule for identifying an active pivot degenerate constraint, to perform the simplex iteration, preventing any cycling problem to be occur, in obtaining an optimal solution. A theorem has been presented with its proof, to show the convergence of the proposed approach after a finite number of simplex iterations. Good results had been obtained in terms of number of simplex iterations, compared with the other procedures, in solving such problems, by implementing several tested examples.