Résumés
Abstract
Non-negative linear programs with box-constrained uncertainties for all input data and box-constrained variables are considered. The knowledge of upper bounds for dual variables is a useful information e.g. for presolving analysis aimed at the determination of redundant primal variables. The upper bounds of the duals are found by solving a set of special continuous knapsack problems, one for each row constraint.
Keywords:
- Large scale linear programming,
- redundancy,
- presolving,
- evaluation of dual variables,
- robust reduction
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