steps | Input: A, b and |
Output: either V as the optimal point & VTb as optimal value or declare the LP problem as infeasible. | |
0 | % the coordinate cone; ; |
1 | while (true) |
2 | % For all facets not in C & reject V, find one that rejects V the least. ; % are facets not in C
|
3 | if return (V & VTb) as optimal vertex & optimal value else ; % j* is the facet index to enter |
4 | ; }; ; |
5 | if return(“LP is infeasible”) else % For all the real cuts qi,, find the qI* that is closest to V % I* is the facet index to leave |
6 | % Form new cone Ck+1 by updating Vk+1; edge vectors and facets ; ; |
7 | end |