On the Feasibility of a Generalized Linear Program
STANFORD UNIV CA SYSTEMS OPTIMIZATION LAB
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The first algorithm for solving generalized linear programs was given by Dantzig. His algorithm assumes that a basic feasible solution of the generalized program to be solved exists and is given. If the initial basic feasible solution is non-degenerate, then his algorithm is guaranteed to converge. The purpose of this paper is to show how to find an initial basic feasible possibly degenerate solution of a generalized linear program by applying the same algorithm to a phase-one problem without requiring that the initial basic feasible solution to the latter be non-degenerate.
- Operations Research