scientific article; zbMATH DE number 1050303

MaRDI QIDQ4348656zbMATH OpenFDO

Authors Paolo D'Alessandro

Publication date 20 August 1997

zbMATH Keywords

algorithmsconesconvex setsdual computational algorithmsdual optimality conditionslinear optimizationpositive conetangency

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Linear programming (90C05) Multi-objective and goal programming (90C29)

Review text

This non-standard text on linear optimization and linear vector optimization is based on investigations of the author for several years, dealing with the geometrical structure of the range space of optimization problems. The concept of the positive cone of the vector ordering is used to state very general feasibility and optimality conditions. These conditions are directly used for developing primal algorithms. The use of polar cones of the involved cones leads to dual optimality conditions and dual computational algorithms. The core of this conical approach are deep results about the relative position between the non-negative orthant and a linear subspace. A large amount of possible cases is categorized by the concepts of internality, weak tangency and strict tangency. The practical benefits of the theory are also investigated. Many refinements and improvements of the algorithms are introduced. Performance measurements by statistical experiments are described. A documented source code (Modula-2) of the main algorithms is also supplied. The book will be usefull to specialists on mathematical programming, economical computer scientists and can be used for advanced courses in optimization.

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Cited in

(10)

• On invariant sets for constrained discrete time linear systems with disturbances and parametric uncertainties
• A maximal volume cone algorithm for linear programming problems
• A polytopic game
• scientific article; zbMATH DE number 4135708 (Why is no real title available?)
• Conditions for the solution of a conic programming
• A primal conical linear programming algorithm
• Techniques of linear programming based on the theory of convex cones
• Scope and generalization of the theory of linearly constrained linear regulator.
• New algorithm for the conical combination representation problem of a vector
• New conical internally evolutive linear programming algorithm

Describes a project that uses

Uses Software

• Modula

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