[Clp] New Pivot selection rule in Clp

[John Forrest]

At the last INFORMS I learnt about a very interesting idea on pivot 
selection for degenerate problems.  Using donated code, this is now in 
Clp trunk.   The idea is to do a bit more work to identify which 
variables are likely to lead to a degenerate move and avoid them.

I would be grateful if you can give me feedback - or the authors who so 
generously  contributed the code which I tinkered with.

The easiest way to use the stand-alone version of Clp to test if this 
helps your problem is to add

-psi 0.5 (for example) - 1.0 has no effect , 0.1 has  much more.

If you do

clp
psi??

you will get a bit more information.

The references are -

Towhidi, M., Desrosiers, J., Soumis, F., 2014. The positive edge 
criterion within COIN-OR’s CLP. Computers & Operations Research 49, 41–46.
Omer, J., Towhidi, M., Soumis, F., 2015. The positive edge pricing rule 
for the dual simplex. Computers & Operations Research, 
http://dx.doi.org/10.1016/j.cor.2015.03.009


Enjoy

John Forrest