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An iterative method, having linear rate of convergence, for solving a pair of dual linear programs

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Abstract

An iterative method for dual linear programming problems is described, and its rate of convergence is established.

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Authors and Affiliations

  1. Rheinische Friedrich-Wilhelms-Universität, Bonn, Germany

    W. Oettli

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  1. W. Oettli
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On leave of absence from IBM Research Laboratory, Ruschlikon, Switzerland.

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Oettli, W. An iterative method, having linear rate of convergence, for solving a pair of dual linear programs. Mathematical Programming 3, 302–311 (1972). https://doi.org/10.1007/BF01585003

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  • DOI: https://doi.org/10.1007/BF01585003

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