A Matlab code for generating degenerate linear programming problems
The Matlab program genlp.m reads
data from a file lpdata.m, which includes the
problem size and the dimensions of the primal and dual optimal faces. The
program generates a linear programming problem with sparse data.
Using the program: first edit the file lpdata.m. Then run genlp. The results
will be in the file lp.mat, which can then be
loaded by your program.
The program generates a linear programming problem minimize
c' x subject to Ax=b, b >=0. It also gives you an initial feasible
interior point (if you asked for it in the data), and an optimal primal-dual
solution.
The method and results are described in the paper degenerate.ps.