Un algoritmo para "reparar" instancias infactibles de problemas con restricciones linealesaplicación al problema de la cartera
Publisher: Deputación Provincial de Pontevedra ; Concello de Vigo = Ayuntamiento de Vigo ; Servizo de Publicacións ; Universidade de Vigo
ISBN: 84-8158-152-6
Year of publication: 2000
Pages: 653-654
Congress: Congreso Nacional de Estadística e Investigación Operativa (25. 2000. Vigo)
Type: Conference paper
Abstract
In this talk we deal with infeasible instances of linearly constrained problems. We propose an algorithm to repair infeasibility and we illustrate its performance on some portfolio selection problems. Given an infeasible instance the method determines how much the right hand side coefficients must be perturbed in order to attain feasibility.