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

被引：9

作者：

DULA, JH

机构：

[1] Department of Computer Science and Engineering, Southern Methodist University, Dallas, Texas

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1994年 / 81卷 / 01期

关键词：

LINEAR PROGRAMMING; OPTIMAL VALUE FUNCTIONS; REDUNDANCY IN LINEAR PROGRAMMING; CONVEX HULL PROBLEM; DATA ENVELOPMENT ANALYSIS;

D O I：

10.1007/BF02190312

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In 1967, Wets and Witzgall (Ref. 1) made, in passing, a connection between frames of polyhedral cones and redundancy in linear programming. The present work elaborates and formalizes the theoretical details needed to establish this relation. We study the properties of optimal value 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 redundancy in the areas of linear programming, stochastic programming, and computational geometry.

引用

页码：35 / 52

页数：18

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