Econometric Institute Report No. 9707/A NEW VARIANTS OF FINITE CRISS-CROSS PIVOT ALGORITHMS FOR LINEAR PROGRAMMING
by Shuzhong Zhang
http://www.eur.nl/WebDOC/doc/econometrie/eeb19960111120055.pdf
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Abstract:
In this paper we generalize the so-called rst-in-last-out pivot rule and the most-often-selected-variable pivot rule for the simplex method, as proposed in Zhang [13], to the criss-cross pivot setting where neither the primal nor the dual feasibility is preserved. The nite-ness of the new criss-cross pivot variants is proven.

