Programming Variable Factors

A duality theory and two computational algorithms are developed for variable-factor programming, a name given to linear programming when the profit coefficients are functionally dependent upon a program of variable-factor inputs in limited supply. Computational experience is reported for one of the algorithms. An interesting and useful feature of the dual problem is that it is a concave programming problem, whereas the primal problem is not.

MoreLess

Year of publication:	1966
Authors:	Wilson, Robert
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 13.1966, 1, p. 144-151
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS

More details

Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.13.1.144 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009190583