If you have ever solved a linear programming problem, you may have encountered the concept of dual variables. These are values that are associated with the constraints of the problem, and they ...

Linear programming is a technique for finding the optimal value of an objective function subject to a set of constraints. The dual simplex method is a variation of the simplex method that can be ...

We present two first-order primal-dual algorithms for solving saddle point formulations of linear programs, namely FWLP (Frank-Wolfe Linear Programming) and FWLP-P. The former iteratively applies the ...

Most of the current methods for solving linear fractional programming (LFP) problems depend on the simplex type method. In this paper, we present a new approach for solving linear fractional ...

Linear bilevel programming problem, as a NP-hard problem, is the linear version of bilevel programming, in this paper we design an efficient algorithm for solving this kind of problems by combining ...

Google researchers introduce PDLP (Primal-Dual Hybrid Gradient enhanced for Linear Programming), a new solver built on the restarted PDHG algorithm. PDLP uses matrix-vector multiplication instead of ...

Abstract: A dual for linear programming problems of a two person zero sum constrained matrix game with fuzzy payoffs is introduced and it is proved that such a game is equivalent to a primal-dual pair ...

Calculus I,II + Algorithms + Linear Algebra. Topics Covered. Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, ...

with, the linear programming (8) has the dual programming problem in just one unknown Z in the form. Maximize . Subject to, (9) Note: The set of constraints of the above linear programming problem ...