Introduction to duality in optimization theory

DOI10.1007/BF02190120zbMath0866.90136MaRDI QIDQ2564160

Jan Brinkhuis

Publication date: 20 July 1997

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

perturbationsduality theoryshadow pricesoptimal level of generality

Mathematics Subject Classification ID

Linear programming (90C05) Duality theory (optimization) (49N15) Mathematical programming (90C99)

Cites Work

• Interior path following primal-dual algorithms. I: Linear programming
• Primal-dual algorithms for linear programming based on the logarithmic barrier method
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