The main purpose of this paper is to show that David Gale's result (1960, Lemma 9.3 on sensitivity in linear programming) is not generally valid. In this lemma, additional assumptions, that are instead required, are not made. We give some correct versions of the above mentioned lemma, and with these an elementary proof of the Gale-Samuelson nonsubstitution theorem.
A remark on sensitivity in linear programming and Gale-Samuelson nonsubstitution theorem
DE GIULI, MARIA ELENA;GIORGI, GIORGIO
2010-01-01
Abstract
The main purpose of this paper is to show that David Gale's result (1960, Lemma 9.3 on sensitivity in linear programming) is not generally valid. In this lemma, additional assumptions, that are instead required, are not made. We give some correct versions of the above mentioned lemma, and with these an elementary proof of the Gale-Samuelson nonsubstitution theorem.File in questo prodotto:
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