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On Hoffman's celebrated cycling LP example
Authors:Pablo Guerrero-García  Ángel Santos-Palomo
Affiliation:Department of Applied Mathematics, University of Málaga, 29071 Málaga, Spain
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 θθ and a scaling factor ωω are adjustable parameters. In particular, we determine what conditions have to be imposed on ωω for classical cycling to occur with θ=2π/5θ=2π/5, and what on θθ with ω=±tan(θ)ω=±tan(θ). 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.
Keywords:90C05  90C60
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