Ellipsoids containing optimal solutions of the linear programming problem (Q5954380)
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scientific article; zbMATH DE number 1699630
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| English | Ellipsoids containing optimal solutions of the linear programming problem |
scientific article; zbMATH DE number 1699630 |
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Ellipsoids containing optimal solutions of the linear programming problem (English)
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7 April 2002
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The author constructs ellipsoids that contain optimal solutions of the primal and/or dual linear programming problem and do not depend on the method used to solve the original formulation. It is shown that many well-known interior-point methods realize descents toward the centers of ellipsoids. The constructed ellipsoids are used to formulate criteria for identifying the optimal basic and nonbasic variables.
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linear programming problem
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ellipsoid
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optimal solution
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dual
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primal
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interior-point method
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basic variables
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0.9213917255401612
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0.845164954662323
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0.845164954662323
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