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: | Magnanti, Thomas L., Shapiro, Jeremy F., 1939-, Wagner, Michael H. |
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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 |
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