Linear programming by minimizing distances

Linear programming by minimizing distances

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Article ID: iaor1992305
Country: Germany
Volume: 35
Start Page Number: 299
End Page Number: 307
Publication Date: Jul 1991
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: ,
Abstract:

To solve the linear program (LP): minimize cTl subject to Al+b≥0, for an n×d-matrix A, an n-vector b and a d-vector c, the positive orthant S and the plane E(t) are defined by S={(x1,x)∈ℝn’+1∈(x1,x)≥0∈, E(t)={(x1,x)∈ℝn’+1∈x1=¸-cTl+t, x=Al+b∈. First a geometric algorithm is given to determine d(E(t),S) for fixed t, where d(ë,ë) denotes euclidean distance. This algorithm is used to construct a second algorithm to find the minimal t with E(t)ℝSℝΘ, and thus solve LP. It is shown that all algorithms are finite.

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