On improved Choi-Goldfarb solution-containing ellipsoids in linear programming

Общая информация

 Аннотация

    Ellipsoids that contain all optimal primal solutions, those that contain all optimal dual slack solutions, and primal-dual ellipsoids are derived. They are independent of the algorithm used and have a smaller size than the Choi-Goldfarb ellipsoids

 Ключевые слова

    linear programming, optimal solutions, primality-duality, ellipsoids containing solutions
 

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