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The Solution of Leontief Substitution Systems using Matrix Iterative Techniques

Gary J. Koehler, Andrew B. Whinston and Gordon P. Wright
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Gary J. Koehler: University of Florida, Gainesville
Andrew B. Whinston: Purdue University
Gordon P. Wright: Purdue University

Management Science, 1975, vol. 21, issue 11, 1295-1302

Abstract: This paper considers the possibility of solving certain large scale linear programs using iterative procedures. The class of problems is characterized and a solution procedure developed. The advantages and computational efficiencies are noted in comparison to the product form Revised Simplex procedure. Applications are cited.

Date: 1975
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