Some applications of nonnegative linear systems: Farkas strikes again

This paper presents a unifying perspective for analyzing certain systems of linear equations in nonnegative variables that arise in diverse areas of operations research: economic exchange models, finite Markov chains, directed graphs, and zero-one quadratic programs. Farkas' lemma is seen to pl...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Operations research letters 1994-10, Vol.16 (3), p.139-147
Hauptverfasser: Lougee-Heimer, Robin, Adams, Warren P., Shier, Douglas R.
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:This paper presents a unifying perspective for analyzing certain systems of linear equations in nonnegative variables that arise in diverse areas of operations research: economic exchange models, finite Markov chains, directed graphs, and zero-one quadratic programs. Farkas' lemma is seen to play a central role in establishing general existence, uniqueness, and positivity results. A new application involving Lagrangian duality is developed.
ISSN:0167-6377
1872-7468
DOI:10.1016/0167-6377(94)90025-6