On Finding Primal- and Dual-Optimal Bases

نویسنده

  • Nimrod Megiddo
چکیده

We show that if there exists a strongly polynomial time algorithm that nds a basis which is optimal for both the primal and the dual problems given an optimal solution for one of the problems then there exists a strongly polyno mial algorithm for the general linear programming problem On other hand we give a strongly polynomial time algorithm that nds such a basis given any pair of optimal solutions not necessarily basic for the primal and the dual problems Such an algorithm is needed when one is using an interior point method and is interested in nding a basis which is both primal and dual optimal Subject classi cation Programming Linear Algorithms and Theory

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عنوان ژورنال:
  • INFORMS Journal on Computing

دوره 3  شماره 

صفحات  -

تاریخ انتشار 1991