G-2014-67
Decomposition theorems for linear programs
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BibTeX referenceGiven a linear program (LP ) with m constraints and n lower and upper bounded variables, any solution  \(x^0\)  to LP can be represented as a nonnegative combination of at most  \(m + n\)  so-called weighted paths and weighted cycles, among which at most n weighted cycles. This fundamental decomposition theorem leads us to derive, on the residual problem LP (\(x^0\) ), two alternative optimality conditions for linear programming, and eventually, a class of primal algorithms that rely on  an Augmenting Weighted Cycle Theorem.
Published September 2014 , 13 pages
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Research application
Publication
      
        Dec 2014
      
  
  
    
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      Operations Research Letters, 42(8), 553–557, 2014
      
        
        BibTeX reference