Survey of solved and open problems in the degeneracy phenomenon

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Degeneracy may cause various computing problems and other kind of complications in any mathematical programming problem the constraints set of which defines a convex polyhedral set (particularly, a polytope). In order to be able to study various, seemingly independent degeneracy phenomena from a unifying viewpoint a so called degeneracy graph (DG for short) is defined, and a general theory of DG's for 2-, 3- and higher degenerate vertices is developed. Based on this theory an answer to the question why and when cycling of the simplex method for LP occurs is found. Also a method is proposed how to construct cycling examples of arbitrary size. The so-called neighbourhood problem, i.e. the determination of neighbouring vertices of a degenerate vertex is dealt with and a new approach to determine a minimal N-tree (N for neighbour) is under consideration. A by-product of this research should be an efficient method to determine all vertices of a convex polytope independently of whether degeneracy occurs or not. Further research in this direction uses the minimal N-tree method for elaborating a new version of the simplex method that does not need Phase 1 and should be faster than conventional professional codes. This code will include also an anticycling device. In a degenerate optimal solution of an LP-problem sensitivity as well as shadow prices determination and interpretation is tackled by using a special class of DG's, so called optimum DG's. Applying the theory of optimum DG's, also the connection between weakly redundant constraints, a degenerate optimal solution of the associated LP and sensitivity analysis as well as shadow prices determination is analyzed.




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