COMPLEMENTARY PIVOT THEORY OF MATHEMATICAL PROGRAMMING
Abstract
Problems of the form: Find w and z satisfying w = q + Mz, w = or > 0, z = or > 0, zw = 0 play a fundamental role in mathematical programming. This paper describes the role of such problems in linear programming, quadratic programming and bimatrix game theory and reviews the computational procedures of Lemke and Howson, Lemke, and Dantzig and Cottle.
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1967
- Accession Number
- AD0653874
Entities
People
- George Bernard Dantzig
- Richard Cottle
Organizations
- Stanford University