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A mutual primal‐dual linear programming algorithm

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  • Milton Y. Harris

Abstract

A new primal‐dual linear programming algorithm is exhibited. A proof is given that optimal solutions to both primal and dual problems (when such solutions exist) are found in a finite number of steps by this algorithm. A numerical example is included to illustrate the method.

Suggested Citation

  • Milton Y. Harris, 1970. "A mutual primal‐dual linear programming algorithm," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 17(2), pages 199-206, June.
    • Handle: RePEc:wly:navlog:v:17:y:1970:i:2:p:199-206
    DOI: 10.1002/nav.3800170207
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