The bound flipping ratio test (BFRT) appears to be an important feature of modern Simplex implementations.
What is it, and how does it work?
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Sign up to join this communityThe bound flipping ratio test (BFRT) appears to be an important feature of modern Simplex implementations.
What is it, and how does it work?
When taking a step in the dual simplex method, if a dual variable is zeroed, the dual objective may continue to improve if the variable passes through zero. To maintain dual feasibility, the variable must be associated with a primal variable with finite lower and upper bounds. As the dual variable passes through zero, the corresponding primal variable [which is necessarily nonbasic] "flips" from one bound to the other. This process changes the gradient of the dual objective, making it less attractive to make a further change in the dual variable. Thus, eventually, the ratio test will terminate (unless the LP is dual unbounded).