Very Short Course on Lp
نویسنده
چکیده
While (LP1) belongs to the complexity class P, (IP1) is an NP-hard problem. The most frequently used algorithm to solve LP problems, the simplex method, is efficient in practice but has an exponential worst case running time. A detailed discussion and a list of useful pointers in the literature regarding the complexity of LP and IP problems can be found in the book of Schrijver [72]. This section gives a brief overview of duality theory of linear programming, and a short review of two methods frequently used in solving large scale LP problems, Dantzig-Wolfe decomposition (DW) and Lagrange relaxation (LR).
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