GEOMETRY OF OPTIMAL VALUE-FUNCTIONS WITH APPLICATIONS TO REDUNDANCY IN LINEAR-PROGRAMMING

Authors
Citation
Jh. Dula, GEOMETRY OF OPTIMAL VALUE-FUNCTIONS WITH APPLICATIONS TO REDUNDANCY IN LINEAR-PROGRAMMING, Journal of optimization theory and applications, 81(1), 1994, pp. 35-52
Citations number
14
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
ISSN journal
00223239
Volume
81
Issue
1
Year of publication
1994
Pages
35 - 52
Database
ISI
SICI code
0022-3239(1994)81:1<35:GOOVWA>2.0.ZU;2-B
Abstract
In 1967, Wets and Witzgall (Ref. 1) made, in passing, a connection bet ween frames of polyhedral cones and redundancy in linear programming. The present work elaborates and formalizes the theoretical details nee ded to establish this relation. We study the properties of optimal val ue functions in order to derive the correspondence between problems in redundancy and the frame of a polyhedral cone. The insights obtained lead to schemes to improve the efficiency of procedures to detect redu ndancy in the areas of linear programming, stochastic programming, and computational geometry.