Improved linear programming methods for checking avoiding sure loss
(2018)
Journal Article
Nakharutai, N., Troffaes, M. C., & Caiado, C. C. (2018). Improved linear programming methods for checking avoiding sure loss. International Journal of Approximate Reasoning: Uncertainty in Intelligent Systems, 101, 293-310. https://doi.org/10.1016/j.ijar.2018.07.013
We review the simplex method and two interior-point methods (the affine scaling and the primal-dual) for solving linear programming problems for checking avoiding sure loss, and propose novel improvements. We exploit the structure of these problems t... Read More about Improved linear programming methods for checking avoiding sure loss.