Erschienen in:

1990 | OriginalPaper | Buchkapitel

Bounds on the Aggregation Error in Case of Primal Degeneracy

verfasst von : Gerhard Knolmayer, Klaus-Peter Stuhr

Erschienen in: Papers of the 18th Annual Meeting / Vorträge der 18. Jahrestagung

Verlag: Springer Berlin Heidelberg

Enthalten in: Professional Book Archive

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In computing a-posteriori-bounds on the objective function values of column-aggregated linear programs, the aggregate optimum may be primal degenerate. It is shown that in this case the bounds may be tightened by using other basic dual solutions or well chosen convex combinations of basic dual solutions obtained by applying a razor search procedure. Empirical results on the effect of degeneracy on computing bounds are presented.

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