On Mon, 19 Aug 2013, sgerber wrote:
Thanks for all the helpful answers. One more clarifying question.
You mentioned:
It checks all extreme rays of a cone that includes the feasible region.
The number of rays is the dimension of the problem.
The cone you described is the intersection of the half spaces of the
active constraints. Does this mean that in your example one would
have to potentially check an exponential number of rays? This is not
what the simplex
An exponential number of vertices.
algorithm does, right? The simplex algorithm only checks adjacent
bases (at most m*n), what do these geometrically correspond to? Just
a subset of all neighboring vertices?
The test for optimality requires testing up to n rays.
If the vertex is optimal, there might be no need consider other bases.
Performing minimum ratio tests for O(n)
variables might involve O(m*n) bases.