Robust evaluations for duals of non-negative linear programs with box-constrained uncertainties
Keywords:Large scale linear programming, redundancy, presolving, evaluation of dual variables, robust reduction
AbstractNon-negative linear programs with box-constrained uncertainties for all input data and box-constrained variables are considered. The knowledge of upper bounds for dual variables is a useful information e.g. for presolving analysis aimed at the determination of redundant primal variables. The upper bounds of the duals are found by solving a set of special continuous knapsack problems, one for each row constraint.
How to Cite
Ioslovich, I., & Gutman, P.-O. (2008). Robust evaluations for duals of non-negative linear programs with box-constrained uncertainties. Algorithmic Operations Research, 3(1). Retrieved from https://journals.lib.unb.ca/index.php/AOR/article/view/4667