On the dual of the solvency cone

DOI10.1016/j.dam.2015.01.030zbMath1330.91177arXiv1402.2221OpenAlexW1969754571MaRDI QIDQ2345609

Birgit Rudloff, Andreas Löhne

Publication date: 22 May 2015

Published in: Discrete Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.2221

zbMATH Keywords

bipartite graphextreme directionspanning treetransaction costsdual coneflow in graph

Mathematics Subject Classification ID

Applications of graph theory (05C90) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Inequalities and extremum problems involving convexity in convex geometry (52A40) Portfolio theory (91G10) Flows in graphs (05C21)

Related Items

Equivalence between polyhedral projection, multiple objective linear programming and vector linear programming

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