Research Reports from the Department of Operations

Authors

Daniel Solow

Document Type

Report

Publication Date

4-1-1979

Abstract

For any linear program (LP), a specific change of coordinate systems is recommended prior to solving the problem. In the event that all variables have known finite lower and upper bounds, the result of the transformation is an equivalent LP for which any state-of-the-art simplex code can be used. When some (or all) of the variables are unbounded, the origin of the suggested transformed problem may not be a basic feasible solution from which to initiate the usual Phase I procedure. A slightly modified simplex algorithm is proposed to solve the transformed problem.

Keywords

Operations research, Coordinate transformations, Linear programming, Linear topological spaces

Publication Title

Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University

Issue

Technical memorandum no. 455

Rights

This work is in the public domain and may be freely downloaded for personal or academic use

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