Technical Note—Duality Theory for Generalized Linear Programs with Computational Methods
Author(s) -
David J. Thuente
Publication year - 1980
Publication title -
operations research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.797
H-Index - 140
eISSN - 1526-5463
pISSN - 0030-364X
DOI - 10.1287/opre.28.4.1005
Subject(s) - dual polyhedron , duality (order theory) , linear programming , simplex algorithm , parallels , strong duality , mathematical optimization , weak duality , wolfe duality , linear fractional programming , duality gap , mathematics , perturbation function , computer science , dual (grammatical number) , algebra over a field , discrete mathematics , optimization problem , convex analysis , pure mathematics , convex optimization , mechanical engineering , geometry , regular polygon , engineering , art , literature
This paper presents a duality theory for generalized linear programs which parallels the usual duality results for linear programming. The duals are a form of inexact linear programs and can be solved by the simplex method. Computational methods with examples and applications are given.
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