The equivalence of Dantzig's self-dual parametric algorithm for linear programs to Lemke's algorithm for linear complementarity problems applied to linear programs: Technical report
Technical Report
·
OSTI ID:6593295
Dantzig has asserted that his self-dual parametric algorithm for solving a linear program is equivalent to Lemke's method for solving a linear complementarity problem when the latter is applied to solve a linear program. In this paper, we formally prove that Dantzig's assertion is correct - specifically that the point reached along the solution path after 2t iterations of Lemke's method is identical with the point reached after t iterations of Dantzig's method.
- Research Organization:
- Stanford Univ., CA (USA). Systems Optimization Lab.
- DOE Contract Number:
- FG03-87ER25028
- OSTI ID:
- 6593295
- Report Number(s):
- DOE/ER/25028-T1; ON: DE87009858
- Country of Publication:
- United States
- Language:
- English
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