ISSN:
1436-4646
Keywords:
Linear Programming
;
Characterization of Optimality
;
Dual Program
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract We present a characterization of the ‘normal’ optimal solution of the linear program given in canonical form max{c tx: Ax = b, x ≥ 0}. (P) We show thatx * is the optimal solution of (P), of minimal norm, if and only if there exists anR 〉 0 such that, for eachr ≥ R, we havex * = (rc − Atλr)+. Thus, we can findx * by solving the following equation forλ r A(rc − Atλr)+ = b. Moreover,(1/r)λ r then ‘converges’ to a solution of the dual program.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01580588
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