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A. Charnes, W. W. Cooper, R. O. Ferguson, Optimal Estimation of Executive Compensation by Linear Programming, Management Science, Vol. 1, No. 2 (Jan., 1955), pp. 138-151 ...
Moreover, a new, ratio-test-free pivoting rule is proposed, significantly reducing computational cost at each iteration. Our numerical experiments show that the method is very promising, at least for ...