Scalings in Linear Programming: Necessary and Sufficient Conditions for Invariance

Aleksandar Pekec

December 1996


We analyze invariance of the conclusion of optimality for the linear programming problem under scalings (linear, affine,...) of various problem parameters such as: the coefficients of the objective function, the coefficients of the constraint vector, the coefficients of one or more rows (columns) of the constraint matrix. Measurement theory concepts play a central role in our presentation and we explain why such approach is a natural one

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