AN ECONOMIC INTERPRETATION OF DUALITY IN LINEAR PROGRAMMING.

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Abstract:

The paper develops new duality relations in linear programming, which give new economic interpretations to the dual problem. These duality relations are part of a new closed-form solution to an economically interesting class of linear programming problems. A generalization of these results to geometric programming is announced, and potential extensions to integer programming as well as potential applications to stochastic programming are indicated. Author

Author(s):
Peterson, Elmor L.
Author Organization(s):
WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
Descriptive Note:
Technical summary rept.,
Pagination:
0048

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
MRC-TSR-953
Contract/Grant Number(s):
DA-31-124-ARO(D)-462
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*ECONOMICS, *LINEAR PROGRAMMING), MANAGEMENT PLANNING AND CONTROL, STOCHASTIC PROCESSES, PERTURBATION THEORY, CONVEX SETS, THEOREMS
Field(s)/Group(s):
Economics and Cost Analysis, Statistics and Probability
Keyword(s):
DUALITY THEORY, GEOMETRY, MATHEMATICAL PROGRAMMING, MATHEMATICAL PROGRAMMING, STOCHASTIC PROGRAMMING
Report Date:
1968 Dec 01