Article ID: | iaor20084715 |
Country: | Canada |
Volume: | 3 |
Issue: | 1 |
Publication Date: | Jan 2008 |
Journal: | Algorithmic Operations Research |
Authors: | Ioslovich Ilya, Gutman Per-Olof |
Keywords: | duality |
Non-negative linear programs with box-constrained uncertainties for all input data and box-constrained variables are considered. The knowledge of upper bounds for dual variables is a useful information e.g. for presolving analysis aimed at the determination of redundant primal variables. The upper bounds of the duals are found by solving a set of special continuous knapsack problems, one for each row constraint.