A procedure of Chvátal for testing feasibility in linear programming and matrix scaling

DOI10.1016/j.laa.2005.12.022zbMath1100.90025OpenAlexW1981099290WikidataQ114851469 ScholiaQ114851469MaRDI QIDQ2496650

Yi Jin, Bahman Kalantari

Publication date: 20 July 2006

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

Full work available at URL: https://doi.org/10.1016/j.laa.2005.12.022

zbMATH Keywords

linear programmingGordan's theoremmatrix scalingChvátal's procedure

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Linear inequalities of matrices (15A39)

Related Items (5)

Robust vertex enumeration for convex hulls in high dimensions ⋮ Nonlinear programming via König's maximum theorem ⋮ A theorem of the alternative with an arbitrary number of inequalities and quadratic programming ⋮ An algorithmic separating hyperplane theorem and its applications ⋮ A characterization theorem and an algorithm for a convex hull problem

Cites Work

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• Semidefinite programming and matrix scaling over the semidefinite cone.
• A theorem of the alternative for multihomogeneous functions and its relationship to diagonal scaling of matrices
• Diagonal Matrix Scaling and Linear Programming

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