> > Do you have a handy citation for this procedure? I did a quick search
> > and only found links to CPLEX documentation without any algorithmic
> > details.
>
> See the following paper:
>
> Nimrod Megiddo, "On Finding Primal- and Dual-Optimal Bases," ORSA J.
> on Comp., 1991.
>
> http://theory.stanford.edu/~megiddo/pdf/primdual.pdf
> http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.11.427
>
Thanks Andrew!
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