Accession Number:
ADA137949
Title:
Simple Computable Bounds for Solutions of Linear Complementarity Problems and Linear Programs.
Descriptive Note:
Technical summary rept.,
Corporate Author:
WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
Personal Author(s):
Report Date:
1983-11-01
Pagination or Media Count:
25.0
Abstract:
Surprisingly simple bounds are given for solutions of fundamental constrained optimization problems such as linear and convex quadratic programs. It is shown that every nonoptimal primal-dual feasible point carries within it simple numerical information which bounds some or all components of all solution vectors. The results given permit one to compute bounds without even solving the optimization problems. Author
Descriptors:
Subject Categories:
- Theoretical Mathematics