DocumentCode
2577536
Title
A new method for solving a linear programming problem
Author
Yamamoto, Yoshihiro
Author_Institution
Dept. of Inf. & Knowledge Eng., Tottori Univ., Tottori, Japan
fYear
2010
fDate
15-17 Dec. 2010
Firstpage
3890
Lastpage
3895
Abstract
This paper presents a new method for solving a linear programming problem, which is an extended version of the one previously presented by the author. The optimal solution of a linear programming problem is composed of some inequality constraints in their equality form. Then, it is possible to recognize the problem of finding the equality constraints which constitute the optimal solution. Some index is introduced to estimate the equality constraints among the inequality conditions. The estimated constraints give some solution which may be optimal or not optimal but feasible solution, or infeasible solution. Then the remains of the algorithm are the methods to transfer the infeasible/feasible solution to a feasible/optimal solution. Some candidate algorithm with a new optimality criterion is proposed in this paper and is confirmed its validity by many examples. The algorithm is also applied for solving a traveling salesperson problem.
Keywords
linear programming; travelling salesman problems; equality constraints; inequality constraints; linear programming problem; traveling salesperson problem; Cities and towns; Equations; Gallium; Indexes; Linear programming; Mathematical programming; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2010 49th IEEE Conference on
Conference_Location
Atlanta, GA
ISSN
0743-1546
Print_ISBN
978-1-4244-7745-6
Type
conf
DOI
10.1109/CDC.2010.5717755
Filename
5717755
Link To Document