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Identifying an optimal basis in linear programming

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Abstract

We propose a sufficient condition that allows an optimal basis to be identified from a central path point in a linear programming problem. This condition can be applied when there is a “gap” in the sorted list of slack values. Unlike previously known conditions, this condition is valid for real-number data and does not involve the number of bits in the data.

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Authors and Affiliations

  1. Department of Computer Science, Upson Hall, Cornell University, 14853, Ithaca, NY, USA

    Stephen A. Vavasis

  2. Department of Management Sciences, The University of Iowa, 52242, Iowa City, IA, USA

    Yinyu Ye

Authors
  1. Stephen A. Vavasis
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  2. Yinyu Ye
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Additional information

This work is supported in part by the National Science Foundation, the Air Force Office of Scientific Research, and the Office of Naval Research, through NSF Grant DMS-8920550. Also supported in part by an NSF Presidential Young Investigator Award with matching funds received from AT&T and the Xerox Corporation. Part of this work was carried out while the author was visiting the Sandia National Laboratories, supported by the U.S. Department of Energy under Contract DE-AC04-76DP00789.

The author is supported in part by NSF Grant DDM-9207347. Part of this work was carried out while the author was on a sabbatical leave from the University of Iowa and visiting the Cornell Theory Center, Cornell University, Ithaca, NY 14853, supported in part by the Cornell Center for Applied Mathematics and by the Advanced Computing Research Institute, a unit of the Cornell Theory Center, which receives major funding from the National Science Foundation and the IBM Corporation, with additional support from New York State and members of its Corporate Research Institute.

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Vavasis, S.A., Ye, Y. Identifying an optimal basis in linear programming. Ann Oper Res 62, 565–572 (1996). https://doi.org/10.1007/BF02206830

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