Article ID: | iaor19961389 |
Country: | Netherlands |
Volume: | 16 |
Issue: | 3 |
Start Page Number: | 139 |
End Page Number: | 147 |
Publication Date: | Oct 1994 |
Journal: | Operations Research Letters |
Authors: | Adams Warren P., Shier Douglas R., Lougee-Heimer Robin |
This paper presents a unifying perspective for analyzing certain systems of linear equations in nonnegative variables that arise in diverse areas of operations research economic exchange models, finite Markov chains, directed graphs, and zero-one quadratic programs. Karkas’ lemma is seen to play a central role in establishing general existence, uniqueness, and positivity results. A new application involving Lagrangian duality is developed.