Greatest improvement pivot rule
= Greatest improvement pivot rule
For a feasible <simplex dictionary>, let $r_j>0$ be a nonbasic variable's improving <reduced cost> and let $\theta_j$ be its largest feasible increase from the <simplex ratio test>. The <greatest improvement pivot rule> chooses an entering variable maximizing $r_j\theta_j$. It measures the improvement over the entire edge, whereas the <Dantzig pivot rule> maximizes only $r_j$.
// Target: mathematical-optimization.bigb