Abstract
Ellipsoids that contain all optimal dual slack solutions and those that contain all optimal primal solutions and that are independent of the algorithm used are derived. Based upon these ellipsoids, two criteria each for detecting optimal basic and nonbasic variables prior to optimality in interior-point methods are obtained. Using these results, we then derive a sufficient condition for a linear program to be feasible.
Original language | English |
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Pages (from-to) | 161-173 |
Number of pages | 13 |
Journal | Journal of Optimization Theory and Applications |
Volume | 80 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1994 Jan |
Externally published | Yes |
Keywords
- Linear programming
- containing ellipsoids
- interior point methods
- optimal basic and nonbasic variables
ASJC Scopus subject areas
- Control and Optimization
- Applied Mathematics
- Management Science and Operations Research