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Article: Using feasible direction to find all alternative extreme optimal points for linear programming problem.
- Article from:
- Journal of Mathematics and Statistics
- Article date:
- July 1, 2007
- Author:
CopyrightCOPYRIGHT 2007 Science Publications. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information)
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Abstract: We presented a feasible direction method to find all optimal extreme points for the linear programming problem. Our method depends on the conjugate gradient projection method starting with an initial point we generate a sequence of feasible directions towards all alternative extremes.
Key words: Linear program, conjugate projection
INTRODUCTION
The problem of linear programming (LP) is one of the earliest formulated problems in mathematical programming where a linear function has to be maximized (minimized) over convex constraint polyhedron X. The simplex algorithm was early suggested for solving this problem by moving toward a ...