This pivoting rule chooses the column with the most negative reduced cost.
This gives the biggest decrease in the cost per unit increase in the entering variable.
However, since we cannot tell how much we can increase the entering variable until we perform the ratio test,
it is not generally true that this choice leads to the best decrease in the cost in this step, among all possible pivot columns.
Moreover, this naive rule does not prevent cycling, and should be used only for testing purpose.
"Michael C. Ferris, Olvi L. Mangasarian, Stephen J. Wright, "p.49," Linear Programming with MATLAB."
Nested Class Summary
Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.pivoting.SimplexPivoting