Scalings in Linear Programming: Necessary and Sufficient Conditions for Invariance


We analyze invariance of the conclusion of optimality for the linear programming problem under scalings (linear, affine,...) of various problem parameters such as: the coefficients of the objective function, the coefficients of the constraint vector, the coefficients of one or more rows (columns) of the constraint matrix. Measurement theory concepts play a central role in our presentation and we explain why such approach is a natural one

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