Citation
Mg. Fiestras-janeiro et al., The concept of proper solution in linear programming, J OPTIM TH, 106(3), 2000, pp. 511-525
Citations number
9
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN journal
00223239
→ ACNP
Volume
106
Issue
3
Year of publication
2000
Pages
511 - 525
Database
ISI
SICI code
0022-3239(200009)106:3<511:TCOPSI>2.0.ZU;2-#
Abstract
In this paper, we study the optimal solutions of a dual pair of linear prog
ramming problems that correspond to the proper equilibria of their associat
ed matrix game. We give conditions ensuring the existence of such solutions
, show that they are especially robust under perturbation of right-hand-sid
e terms, and describe a procedure to obtain them.