Linear programming with variable matrix entries

Authors:
Paolo Serafini
Affiliations:
Department of Mathematics and Computer Science, University of Udine, Italy
Venue:
Operations Research Letters
Year:
2005

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Abstract

We consider linear programming (continuous or integer) where some matrix entries are decision parameters. If the variables are nonnegative the problem can be easily solved in two phases. It is shown that direct costs on the matrix entries make the problem NP-hard. Finally, a strong duality result is provided.