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Please use this identifier to cite or link to this item: http://hdl.handle.net/2328/26291

Title: An asymptotic simplex method for parametric linear programming
Authors: Filar, Jerzy A
Avrachenkov, Konstantin E
Altman, Eitan
Keywords: Mathematics
Linear and Nonlinear Programming
Issue Date: 1999
Publisher: Institute of Electrical and Electronic Engineers
Citation: Filar, J.A., Avrachenkov, K.E. and Altman, E., 1999. An asymptotic simplex method for parametric linear programming. Proceedings of the IEEE Conference on Information, Decision and Control (IDC 99), 427-432.
Abstract: We study singularly perturbed linear programs. These are parametric linear programs whose constraints become linearly dependent when the perturbation parameter goes to zero. Similar problems were studied by Jeroslow (1973). He proposed a simplex-like method, which works over the field of rational functions. Here we develop an alternative asymptotic simplex method based on Laurent series expansions. This approach appears to be more computationally efficient. In addition, we point out several possible generalizations of our method and provide new simple updating formulae for the perturbed solution.
URI: http://hdl.handle.net/2328/26291
ISBN: 0780352564
Appears in Collections:Computer Science, Engineering and Mathematics - Collected Works

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