In this paper we generalize the so-called first-in-last-out pivot rule and the most-often-selected-variable pivot rule for the simplex method, as proposed in Zhang \\cite{Z91}, to the criss-cross pivot setting where neither the primal nor the dual feasibility is preserved. The finiteness of the new criss-cross pivot variants is proven.

anti-cycling, criss-cross pivot method, linear programming
hdl.handle.net/1765/1419
Econometric Institute Research Papers
Erasmus School of Economics

Zhang, S. (1997). New variants of finite criss-cross pivot algorithms for linear programming (No. EI 9707-/A). Econometric Institute Research Papers. Retrieved from http://hdl.handle.net/1765/1419