Optimization and Systems Theory Seminar
Friday, October 13, 2000, 11.00-12.00, Room 3721, Lindstedtsvägen 25

Dr. Ilya Ioslovich
Faculty of Agricultural Engineering
Haifa 32000
E-mail: agrilya@tx.technion.ac.il

Upper bounds for duals of positive linear programs with box-constrained uncertainties

We consider positive linear programs with box-constrained variables and box-constrained uncertainties of all input data. The knowledge of upper bounds for dual variables is very useful for the analysis of sensitivity and especially for the presolving analysis related to determination of redundant primal variables. The upper bounds of duals are found by solving a set of specially constructed continuous knapsack problems (one for each row constraint). Results of presolving analysis are compared with results of CPLEX presolver.

This is joint work with Per-Olof Gutman.

Calendar of seminars
Last update: August 29, 2000 by Anders Forsgren, anders.forsgren@math.kth.se.