On Round-Off Errors in Linear Programming

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On Round-Off Errors in Linear Programming

On Round-Off Errors in Linear Programming
H. M?ller-Merbach,
1970 | ISBN-10: 3540049606 | 60 pages | PDF | 1,5 MB

Thisreportisaslightlyrevisedversionot amimeographedpaper written 1963/64attheOperationsResearchCenterottheUniversityot Cali
tornia.Duetothe manywhoaskedtoracopyotthatpaper,whichisout otstock,Idecidedtopublishthisneweditionotit.
Thereare manypublicationsonround-otterrorsingeneral(e.g.[8], [9],[13J),butverytewonround-otterrorsinlinearprogramming.
AccordingtoPhilip Wolte[14]in1965this wasthetirstone:"Itis correct,toacloseapproximation,tosaythatthereisnotheoryot
errorinthesolutionotl:!nearprogrammingproblems.Weknowot only onerecordedstudyotthesubjectwhichmainlyreportsobser-
vations madeinthecourseotsolvingactual problems.
Thisinvestigation wasmytirstattempttolearnaboutthecumulation otround-efterrorsinlinearprogrammingprocedures.Noclaimis made
thattheresultssummarizedinthispaperotteraproperanswertoevery questiondealing withrecogniZing,measuring,eliminating,andavoiding round-otterrors.Manyinterestingproblemsstillremainuninvestigated andunsolved.
-- Heiner MUller-Merbach

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Tags: Linear, Programming, Errors
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