Robust evaluations for duals of non-negative linear programs with box-constrained uncertainties

Robust evaluations for duals of non-negative linear programs with box-constrained uncertainties

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Article ID: iaor20084715
Country: Canada
Volume: 3
Issue: 1
Publication Date: Jan 2008
Journal: Algorithmic Operations Research
Authors: ,
Keywords: duality
Abstract:

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.

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