Convergence of a sequence of dual variables at the solution of a completely degenerate problem of linear programming
Conference
·
OSTI ID:35948
We survey results about the convergence of the primal affine scaling method at solutions of a completely degenerate problem of linear programming. Moreover we are studying the case when a next approximation is on the boundary of the affine scaling ellipsoid. Convergence of successive approximation to an interior point u of the solution for the dual problem is proved. Coordinates of the vector u are determined only by the input data of the problem; they do not depend of the choice of the starting point.
- OSTI ID:
- 35948
- Report Number(s):
- CONF-9408161-; TRN: 94:009753-0214
- Resource Relation:
- Conference: 15. international symposium on mathematical programming, Ann Arbor, MI (United States), 15-19 Aug 1994; Other Information: PBD: 1994; Related Information: Is Part Of Mathematical programming: State of the art 1994; Birge, J.R.; Murty, K.G. [eds.]; PB: 312 p.
- Country of Publication:
- United States
- Language:
- English
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