Article ID: | iaor20043337 |
Country: | Netherlands |
Volume: | 32 |
Issue: | 2 |
Start Page Number: | 138 |
End Page Number: | 142 |
Publication Date: | Mar 2004 |
Journal: | Operations Research Letters |
Authors: | Koch Thorsten |
With standard linear programming solvers there is always some uncertainty about the precise values of the optimal solutions. We implemented a program using exact rational arithmetic to compute proofs for the feasibility and optimality of an LP solution. This paper reports the exact optimal objective values for all NETLIB problems.