首页 | 本学科首页   官方微博 | 高级检索  
     检索      


The Γ-algorithm and some applications
Authors:Enrique Castillo  Francisco Jubete
Institution:University of Cantabria , Santander, Spain E-mail: castie@unican.es
Abstract:In this paper the power of the Γ-algorithm for obtaining the dual of a given cone and some of its multiple applications is discussed. The meaning of each sequential tableau appearing during the process is interpreted. It is shown that each tableau contains the generators of the dual cone of a given cone and that the algorithm updates the dual cone when new generators are incorporated. This algorithm, which is based on the duality concept, allows one to solve many problems in linear algebra, such as determining whether or not a vector belongs to a cone, obtaining the minimal representations of a cone in terms of a linear space and an acute cone, obtaining the intersection of two cones, discussing the compatibility of linear systems of inequalities, solving systems of linear inequalities, etc. The applications are illustrated with examples.
Keywords:linear programming  binary integer programming  network simplex method  currency arbitrage detection
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号