Factoring LP Block-Angular Bases

William Orchard-Hays

No 61, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: A factorization of the basis for any block-angular 12 model is presented, and its inverse is shown to be readily maintainable as piecemeal product-forms plus possible additional columns. Straightforward rules for piecemeal transformation of full rows and columns are given.

Date: 1974-11
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Published as Computational Practice in Mathematical Programming, Mathematical Programming Studies Volume 4. Springer Berlin Heidelberg, 1975.

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