A mutual primal‐dual linear programming algorithm
- 1 June 1970
- journal article
- research article
- Published by Wiley in Naval Research Logistics Quarterly
- Vol. 17 (2) , 199-206
- https://doi.org/10.1002/nav.3800170207
Abstract
A new primal‐dual linear programming algorithm is exhibited. A proof is given that optimal solutions to both primal and dual problems (when such solutions exist) are found in a finite number of steps by this algorithm. A numerical example is included to illustrate the method.Keywords
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