SOLVING LINEAR PROGRAMMING PROBLEMS VIA WEIGHTED LEAST-SQUARES METHOD

  • Evald Übi Tallinn University of Technology, Estonia
  • Jaan Übi Tartu University, Estonia
Keywords: Non-negative least-squares solution, theorems of alternative, solving linear programming problems.

Abstract

The Gaussian elimination method is usually used for solving problems related to linear programming. The paper describes an approximate method which solves a non-negative least-squares (NNLS) problem. The presented method is especially suitable for degenerate and unstable problems and also when a feasible initial solution is not known. The main ideas are explained by simple examples.m designed to fit the model was used in analysis. We also show that the DPLNM model is relatively robust to the form of prior used from the MCMC output.

Downloads

Download data is not yet available.

Author Biographies

Evald Übi, Tallinn University of Technology, Estonia

Department of Economics

Jaan Übi, Tartu University, Estonia

Department of Science and Technology,

References

S.Leichner, G.Dantzig, J.Davis:A strictly improving linear program-ming phase I algorithm, Annals of Oper. Res., 1993, 47, 409-430.

Björck, A.: Numerical Methods for Least-squares Problems, 1996,Linköping.

Lawson C.L., Hanson R.J.:Solving least squares problems, SIAM,Philadelphia,1995.

Übi, E., Mathematical programming via the the least-squares method,Cent. Eur. J. Math., 2010, 8, 795-806.

E.Übi:An approximate solution to linear and quadratic programming problems by the method of least squares, Proceedings of Estonian Academy of Sciences, 1998,47, 1, 19-28.

Dantzig, G., Thapa, M.:Linear programming 2: Theory and Exten-sions, Stanford, 2003, 446pp.

Gass,S.I.:Linear Programmin Methods and Applications, 2003, NewYork.

Übi E., On stable least-squares solution to the system of linear in-equalities,Cent. Eur. J. Math.,2007, 5, 373-385

Williams H.P.:Model Building in Mathematical Programming, 2005,John Wiley and Sons Ltd.

Published
2017-04-30
How to Cite
Übi, E., & Übi, J. (2017). SOLVING LINEAR PROGRAMMING PROBLEMS VIA WEIGHTED LEAST-SQUARES METHOD. IJRDO -JOURNAL OF MATHEMATICS, 3(4), 13-21. https://doi.org/10.53555/m.v3i4.1563