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Conference publicationsA dual method for solution of the general problem general problemsRussia, Moscow A new method for solution of the general problem of linear programming is proposed. An approximate solution, which does not satisfied at least one constraint of the investigated problem, is found at each step of the algorithm (except for the last step), and the totality of active constraints corresponding to this solution is determined. Surplus constraints discovered at a certain step are not taken into account in subsequent calculations. The optimal solution is found at the last step. It is proved that the number of steps is finite and does not exceed the minimum of the number of variables and the number of constraints. |
