Optimization and Systems Theory Seminar
Friday, October 13, 2000, 11.00-12.00, Room 3721,
Faculty of Agricultural Engineering
Upper bounds for duals of positive linear programs with box-constrained
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