Article ID: | iaor19941916 |
Country: | Netherlands |
Volume: | 59 |
Issue: | 1 |
Start Page Number: | 23 |
End Page Number: | 31 |
Publication Date: | Mar 1993 |
Journal: | Mathematical Programming (Series A) |
Authors: | Mizuno Shinji, Orlin James B., Saigal Romesh |
In this paper the authors consider a linear programming problem with the underlying matrix unimodular, and the other data integer. Given arbitrary near optimum feasible solutions to the primal and the dual problems, they obtain conditions under which statements can be made about the value of certain variables in optimal vertices. Such results have applications to the problem of determining the stopping criterion in interior point methods like the primal-dual affine scaling method and the path following methods for linear programming.