Accession Number:

ADA099812

Title:

Random Linear Programs.

Descriptive Note:

Research rept.,

Corporate Author:

CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER

Report Date:

1981-03-01

Pagination or Media Count:

37.0

Abstract:

In this paper, we study the random generation of a linear program of the type P Max cx subject to Ax or b. We assume these random variables to be independent and symmetric around zero and to have continuous distribution functions, therefore, transforming the random generation problem into a distribution free combinatorial problem. Making use of the theory of d-Arrangements, we compute the probabilities of P being feasible and bounded, and we also calculate the expected number of faces, of all possible dimensions, of the polytope that is the feasibility set of P, given that P is feasible.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE