Abstract
In this paper, we will describe an iterative approximation method to approach the optimal solution of a linear programming problem by providing an algorithm for resolution with an analysis of its convergence and its complexity.
| Original language | English |
|---|---|
| Pages (from-to) | 105-114 |
| Number of pages | 10 |
| Journal | Italian Journal of Pure and Applied Mathematics |
| Issue number | 42 |
| State | Published - 2019 |
| Externally published | Yes |
Keywords
- Iterative approximation method
- Linear programming
- Optimal solution
- Primal-dual problem