一般线性规划的Goldman-Tucker定理

Goldman-Tucker Theorem of Generic Linear Program

利用标准化线性规划的方法,给出了各种形式线性规划的严格互补性.结合Kuhn-Tucker条件,线性规划严格互补性可表述为:线性规划与其对偶规划的一解满足非负约束与其Kuhn-Tucker乘子的和大于0,对应分量对中有且仅有一个为0,而另一个大于0.

By standardizing linear program, the strict complementarities of all kinds of linear programs are obtained. With Kuhn-Tucker condition, the strict complementarities of linear programs are. The sums of nonnegative constraint values and Kuhn-Tucker multipliers are greater than zero on the solutions of linear programs and dual linear programs; there is and only is one that is zero and other one is greater than zero in the corresponding components.