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Linear programming with infinite, finite, and infinitesimal values in the right-hand side

Author

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  • Cococcioni, Marco
  • Fiaschi, Lorenzo

Abstract

The goal of this work is to propose a new type of constraint for linear programs: inequalities having infinite, finite, and infinitesimal values in the right-hand side. Because of the nature of such constraints, the feasible region polyhedron becomes more complex, since its vertices can be represented by non-purely finite coordinates, and so is the optimum of the problem. The introduction of such constraints enlarges the class of linear programs, where those described by finite values only become a special case. To tackle optimization problems over such polyhedra, there is a need for an ad-hoc solving routine: this work proposes a generalization of the Simplex algorithm, which is able to solve common linear programs as corner cases. Finally, the study presents three relevant applications that can benefit from the use of these novel constraints, making the use of the extended Simplex algorithm essential. For each application, an exemplifying benchmark is solved, showing the effectiveness of the proposed routine.

Suggested Citation

  • Cococcioni, Marco & Fiaschi, Lorenzo, 2025. "Linear programming with infinite, finite, and infinitesimal values in the right-hand side," Applied Mathematics and Computation, Elsevier, vol. 486(C).
    • Handle: RePEc:eee:apmaco:v:486:y:2025:i:c:s0096300324005058
    DOI: 10.1016/j.amc.2024.129044
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    References listed on IDEAS

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    1. Amodio, P. & Iavernaro, F. & Mazzia, F. & Mukhametzhanov, M.S. & Sergeyev, Ya.D., 2017. "A generalized Taylor method of order three for the solution of initial value problems in standard and infinity floating-point arithmetic," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 141(C), pages 24-39.
    2. Cococcioni, Marco & Pappalardo, Massimo & Sergeyev, Yaroslav D., 2018. "Lexicographic multi-objective linear programming using grossone methodology: Theory and algorithm," Applied Mathematics and Computation, Elsevier, vol. 318(C), pages 298-311.
    3. Fiaschi, Lorenzo & Cococcioni, Marco, 2021. "Non-Archimedean game theory: A numerical approach," Applied Mathematics and Computation, Elsevier, vol. 409(C).
    4. De Leone, Renato, 2018. "Nonlinear programming and Grossone: Quadratic Programing and the role of Constraint Qualifications," Applied Mathematics and Computation, Elsevier, vol. 318(C), pages 290-297.
    5. Gaudioso, Manlio & Giallombardo, Giovanni & Mukhametzhanov, Marat, 2018. "Numerical infinitesimals in a variable metric method for convex nonsmooth optimization," Applied Mathematics and Computation, Elsevier, vol. 318(C), pages 312-320.
    6. William V. Gehrlein & Dominique Lepelley, 2017. "Elections, Voting Rules and Paradoxical Outcomes," Studies in Choice and Welfare, Springer, number 978-3-319-64659-6, June.
    7. Reza Ghanbari & Khatere Ghorbani-Moghadam & Nezam Mahdavi-Amiri, 2019. "Duality in Bipolar Fuzzy Number Linear Programming Problem," Fuzzy Information and Engineering, Taylor & Francis Journals, vol. 11(2), pages 175-185, April.
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