The concept of proper solution in linear programming

The concept of proper solution in linear programming

0.00 Avg rating0 Votes
Article ID: iaor2002449
Country: United States
Volume: 106
Issue: 3
Start Page Number: 511
End Page Number: 525
Publication Date: Sep 2000
Journal: Journal of Optimization Theory and Applications
Authors: , ,
Keywords: duality
Abstract:

In this paper, we study the optimal solutions of a dual pair of linear programming problems that correspond to the proper equilibria of their associated matrix game. We give conditions ensuring the existence of such solutions, show that they are especially robust under perturbation of right-hand-side terms, and describe a procedure to obtain them.

Reviews

Required fields are marked *. Your email address will not be published.