An Exponential Approximation Algorithm in Linear Programming
Author(s) -
Victor Gordunovsky
Publication year - 2014
Publication title -
procedia computer science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.334
H-Index - 76
ISSN - 1877-0509
DOI - 10.1016/j.procs.2014.05.313
Subject(s) - computer science , exponential function , linear programming , algorithm , linear approximation , mathematical optimization , nonlinear system , mathematics , mathematical analysis , physics , quantum mechanics
The algorithm determines a non-iteration procedure for computing the optimal solution of a linear programming problem. We consider approximating system of linear equations to determine the optimal basis variables of the linear programming problem. The usefulness of the algorithm is illustrated by a numerical example
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