Generalized Linear Programming Solves the Dual
The generalized linear programming algorithm allows an arbitrary mathematical programming minimization problem to be analyzed as a sequence of linear programming approximations. Under fairly general assumptions, it is demonstrated that any limit point of the sequence of optimal linear programming du...
| Main Authors: | , , |
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| Format: | Working Paper |
| Language: | en_US |
| Published: |
Massachusetts Institute of Technology, Operations Research Center
2004
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| Online Access: | http://hdl.handle.net/1721.1/5346 |