A New and Constructive Proof of Two Basic Results of Linear Programming
Yugoslav journal of operations research, Tome 11 (2001) no. 1, p. 15
Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts
In this paper a new, elementary and constructive proof of Farkas' lemma is
given. The basic idea of the proof is extended to derive the strong duality theorem of
linear programming. Zhang's algorithms used, in the proofs of Farkas' lemma and the
strong duality theorem, are criss-cross type algorithms, but the pivot rules give more
flexibility than the original criss-cross rule of T. Terlaky. The proof of the finiteness of
the second algorithm is technically more complicated than that for the original criss-cross
algorithm.
Both of the algorithms defined in this paper have all the nice theoretical
characteristics of the criss-cross method, i.e. they solve the linear programming
problem in one phase; they can be initialized with any, not necessarily primal feasible
basis, bases generated during the solution of the problem, are not necessarily primal or
dual feasible.
Classification :
90C05
Keywords: Farkas lemma, strong duality theorem, criss-cross type pivot rules.
Keywords: Farkas lemma, strong duality theorem, criss-cross type pivot rules.
@article{YJOR_2001_11_1_a1,
author = {Tibor Ill\`es and Katalin M\`esz\^eros},
title = {A {New} and {Constructive} {Proof} of {Two} {Basic} {Results} of {Linear} {Programming}},
journal = {Yugoslav journal of operations research},
pages = {15 },
year = {2001},
volume = {11},
number = {1},
zbl = {1075.90537},
language = {en},
url = {http://geodesic.mathdoc.fr/item/YJOR_2001_11_1_a1/}
}
Tibor Illès; Katalin Mèszêros. A New and Constructive Proof of Two Basic Results of Linear Programming. Yugoslav journal of operations research, Tome 11 (2001) no. 1, p. 15 . http://geodesic.mathdoc.fr/item/YJOR_2001_11_1_a1/