Simple Computable Bounds for Solutions of Linear Complementarity Problems and Linear Programs.
Abstract
Surprisingly simple bounds are given for solutions of fundamental constrained optimization problems such as linear and convex quadratic programs. It is shown that every nonoptimal primal-dual feasible point carries within it simple numerical information which bounds some or all components of all solution vectors. The results given permit one to compute bounds without even solving the optimization problems. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1983
- Accession Number
- ADA137949
Entities
People
- Olvi L. Mangasarian
Organizations
- University of Wisconsin–Madison