Distribution Problems

Abstract

Let us consider the linear program

$$ determine\,\gamma = inf{c^,}x subject\,to Ax = b\,x \geqslant 0 $$

((1))

where x ∈ ℝⁿ, A is a real (m × n)-matrix, and b and c are real m- and n- vectors respectively. Without loss of generality we assume that m ≤ n.