Notes on Degeneracy and Cycling (prepared by Vaishali Moharir)

Degeneracy: Consider the problem

Max f (X)
s.t. A X b
X 0
• There are n variables, m inequalit y constraints and n non-negativity constraints and hence
there are (m + n ) hyperplanes associated with the constraints. If more than n hyperplanes
pass through an extreme point of the feasible region, then such a point is called a
degenerate extreme point . The excess number of planes over n is called the order of
degeneracy.
• The LP is written in standard form by adding slack variables. If B is a square, non -
singular sub -matrix of the constraint matrix (in standard form after adding the slack
XB
where XB = B -1 b and X N = 0 is the basic solution.



variables), then the solution X =

XN
If X B 0, then X is called the basic feasible solution. If X B> 0, then X is called the non -
degenerate basic feasible solution. If at least on component of X B = 0 , then X is a
degenerate basic feasible solution.
• When there exists more than one basis representing an extreme point, then this extreme
point is degenerate. The converse is not necessarily true.

Cycling: In the simplex method, a step in which one change s from a basis to an adjacent
basis; both representing the same extreme point solution is called a degenerate iteration.
Performing a sequence of degenerate iterations, all representing the same extreme point
with the objective function value remaining unc hanged is called cycling. It is possible
that we may stay at a non -optimal point and cycle through a sequence of associated bases
over and over again without reaching the optimal solution.
Example:
3 1
min X 4 + 20 X 5 − X 6 + 6 X 7
4 6
1
s.t. X 1 + X 4 − 8 X 5 − X 6 + 9 X 7 = 0
4
1 1
X 2 + X 4 − 12 X 5 − X 6 + 3 X 7 = 0
2 2
X3 + X6 =1
X1 , X 2 , X 3 , X 4 , X 5 , X 6 , X 7 ≥ 0

3 5
The optimal is X 1 = , X 4 = X 6 = 1, X 2 = X 3 = X 5 = X 7 = 0 ; z = −
4 4
 

X4 0
 

   

X1 0
 

 

X5 0

 

Starting the simplex method from the basis X B = X 2 = 0 , X N = =

 

 

X6

X3 1




X7




The iterations are as follows:

1. X4 enters, X1 leaves
2. X5 enters, X2 leaves
3. X6 enters, X4 leaves
4. X7 enters, X5 leaves
5. X1 enters, X6 leaves
6. X2 enters, X7 leaves
 

X4 0
 

   

X1 0
 

 

X5

 

0
7. X B = X 2 = 0 , X N = =
 

 

X6

X3 1




X7




All the iterations correspond to the extreme point (0, 0, 1, 0, 0, 0, 0) T with different bases.
If the same sequence of pivots is used over and over again, the simplex method will cycle
forever and never reach the optimum.
Rules to prevent cycling:
1. Lexicographic rule for selecting an entering variable: Given a basic feasible
solution with basis B, we first use the minimum ratio test as the exiting criterion.
If this test gives a unique index, then the corresponding variable leaves the basis.
In case of a tie, we try to break it by replacing the right hand side in the minimum
ratio calculation by the first column and by using only the rows corresponding to
the tie. If the tie is still not broken, the second column is used.

2. Bland’s rule for selecting the entering and leaving variables: This rule restricts
the choice of both the entering and the leaving variables. In this rule, the variables
are first ordered in some sequence (say X 1, X 2, …, X n) without loss of generality.
Then of all non -basic variables with appropriate coefficients, the one with the
smallest index is chosen to enter the basis. Similarly of all the candidates to leave
the basis (in case of a tie in the minimum ratio test), the one with the smallest
index is chosen as the leaving variable.