The generalized simplex method for minimizing a linear form under linear inequality restraints
Background and summary. The determination of "optimum" solutions of systems of linear inequalities is assuming increasing importance as a tool for mathematical analysis of certain problems in economics, logistics, and the theory of games [l;5] The solution of large systems is becoming more feasible with the advent of high-speed digital computers; however, as in the related problem of inversion of large matrices, there are difficulties which remain to be resolved connected with rank. This paper develops a theory for avoiding assumptions regarding rank of underlying matrices which has import in applications where little or nothing is known about the rank of the linear inequality system under consideration.