Article ID: | iaor20052336 |
Country: | Netherlands |
Volume: | 33 |
Issue: | 2 |
Start Page Number: | 165 |
End Page Number: | 170 |
Publication Date: | Mar 2005 |
Journal: | Operations Research Letters |
Authors: | Serafini Paolo |
Keywords: | combinatorial analysis |
We consider linear programming (continuous or integer) where some matrix entries are decision parameters. If the variables are nonnegative the problem can be easily solved in two phases. It is shown that direct costs on the matrix entries make the problem NP-hard. Finally, a strong duality result is provided.