# Criss-cross method

### From Glossary

Criss-cross method. A method in
linear programming that
chooses a pivot by
possibly crossing from primal to dual, and vica versa. The
*least-index criss-cross method* is a finite pivot method that
chooses a pivot based on the least index of a column or row for
which there is improvement in either the primal or dual
infeasibility. It terminates at a basis when one of the following
termination conditions is reached:

- Both the associated primal and dual solutions are feasible (implies optimality because complementary slackness holds by construction).
- There is evidence of primal and/or dual infeasibility (like the tests in the simplex method).