Some applications of nonnegative linear systems: Farkas strikes again

Some applications of nonnegative linear systems: Farkas strikes again

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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: , ,
Abstract:

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.

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