ERROR PRODUCED BY LINEARIZATION IN MATHEMATICAL PROGRAMMING.

Discusses the error produced by linearization in mathematical programming. Qualitative theoretical analysis of the error; Comparison between the solution of a quadratic programming problem and the solution of a linear programming problem; Failure of linear programming calculations and approximation...

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Bibliographic Details
Published in:	Econometrica Vol. 35; no. 3/4; pp. 447 - 472
Main Authors:	Baumol, W.J., Bushnell, R.C.
Format:	Article
Published:	Wiley-Blackwell Jul-Oct67
Subjects:	Mathematical programming Error analysis in mathematics
Online Access:	View this record in EBSCOhost

Description
Summary:	Discusses the error produced by linearization in mathematical programming. Qualitative theoretical analysis of the error; Comparison between the solution of a quadratic programming problem and the solution of a linear programming problem; Failure of linear programming calculations and approximation improvements.