Abstract A new primal‐dual linear programming algorithm is exhibited. A proof is given that optimal solutions to both primal and dual problems (when such solutions exist) are found in a finite number of steps by this algorithm. A numerical example is included to illustrate the method.
Masakazu KojimaShinji MizunoAkiko Yoshise
Kristian EdlundLeo Emil SokolerJohn Bagterp Jørgensen