A simplex algorithm for a class of leontief flow problems

  • Authors:
  • P. H. Ng;D. K. Wagner

  • Affiliations:
  • Division of Science and Mathematics, University of Minnesota-Morris Morris, MN 56267, U.S.A.;Division of Mathematical, Computer, and Information Sciences, Office of Naval Research Arlington, VA 22217, U.S.A.

  • Venue:
  • Mathematical and Computer Modelling: An International Journal
  • Year:
  • 1996

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Abstract

A matrix N is Leontief if it has exactly one positive entry per column and there exists a nonnegative x such that Nx 0. A Leontief flow problem is a linear-programming problem of the form min{c^Tx |nx = b; x = 0}, where N is a certain type of Leontief matrix. It is shown that for b 0 this problem can be solved in O (n^2UlognpU) pivots by the simplex method using Dantzig's rule for choosing the entering variable, where n is the number of variables, p is the largest entry of N in absolute value, and U is a valid upper bound on any extreme-point solution. Classes of problems where this is a strongly polynomial bound are identified.