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Generation of degenerate linear programming problems. (English) Zbl 1146.90038
Summary: We present a method for constructing linear programming problems with randomly generated data. Besides the number of variables and constraints, the dimensions of the primal and dual faces are given. We show that, for problems in which the constraint matrix is carelessly constructed with random entries, with probability one only one between primal degeneracy and dual degeneracy appears.

MSC:
90C05 Linear programming
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