ON SOLUTION-CONTAINING ELLIPSOIDS IN LINEAR-PROGRAMMING

Authors
CHOI IC GOLDFARB D
Citation
Ic. Choi et D. Goldfarb, ON SOLUTION-CONTAINING ELLIPSOIDS IN LINEAR-PROGRAMMING, Journal of optimization theory and applications, 80(1), 1994, pp. 161-173
Citations number
14
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
80
Issue
1
Year of publication
1994
Pages
161 - 173
Database
ISI
SICI code
0022-3239(1994)80:1<161:OSEIL>2.0.ZU;2-L
Abstract
Ellipsoids that contain all optimal dual slack solutions and those tha t contain all optimal primal solutions and that are independent of the algorithm used are derived. Based upon these ellipsoids, two criteria each for detecting optimal basic and nonbasic variables prior to opti mality in interior-point methods are obtained. Using these results, we then derive a sufficient condition for a linear program to be feasibl e.