Linear programming on non-compact polytopes and the Kuratowski convergence with application in economics
Optimization and Control
2018-04-27 v1
Abstract
The aims of this article are two-fold. First, we give a geometric characterization of the optimal basic solutions of the general linear programming problem (no compactness assumptions) and provide a simple, self-contained proof of it together with an economical interpretation. Then, we turn to considering a dynamic version of the linear programming problem in that we consider the Kuratowski convergence of polyhedra and study the behaviour of optimal solutions. Our methods are purely geometric.
Cite
@article{arxiv.1804.09832,
title = {Linear programming on non-compact polytopes and the Kuratowski convergence with application in economics},
author = {Anna Denkowska and Maciej Denkowski and Marta Kornafel},
journal= {arXiv preprint arXiv:1804.09832},
year = {2018}
}
Comments
This is a preliminary version of an article in revision