A canonical form for pencils of matrices with applications to asymptotic linear programs

DOI10.1016/0024-3795(95)00090-9zbMath0841.15007OpenAlexW2047700711MaRDI QIDQ1908190

Ying Huang

Publication date: 29 July 1996

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(95)00090-9

zbMATH Keywords

canonical formlinear programsMarkov decision chainsasymptotic linear programmingregular pencil of matricesasymptotic simplex methodasymptotic pencils

Mathematics Subject Classification ID

Linear programming (90C05) Canonical forms, reductions, classification (15A21) Matrix pencils (15A22)

Related Items (14)

Asymptotic sign-solvability, multiple objective linear programming, and the nonsubstitution theorem ⋮ On the general solutions to some systems of quaternion matrix equations ⋮ Least squares η-bi-Hermitian problems of the quaternion matrix equation (AXB,CXD) = (E,F) ⋮ On Hermitian solutions of the split quaternion matrix equation \(AXB+CXD=E\) ⋮ An iterative algorithm to solve the generalized Sylvester tensor equations ⋮ Explicit solutions to the quaternion matrix equationsX−AXF=CandX−A[XtildeF=C] ⋮ The asymptotic optimal partition and extensions of the nonsubstitution theorem ⋮ Consistency of split quaternion matrix equations \(AX^{\star }-XB=CY+D\) and \(X-AX^\star B=CY+D\) ⋮ A quaternion matrix equation with two different restrictions ⋮ L-structured quaternion matrices and quaternion linear matrix equations ⋮ On Hermitian solutions of the reduced biquaternion matrix equation (AXB,CXD) = (E,G) ⋮ Least squares solution of the quaternion matrix equation with the least norm ⋮ Least-squares problem for the quaternion matrix equationAXB+CYD=Eover different constrained matrices ⋮ An asymptotic simplex method for singularly perturbed linear programs

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