| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 416699 | Computational Statistics & Data Analysis | 2006 | 4 Pages |
Abstract
It is shown that de la Vallée Poussin's 1911 procedure for the solution of linear minimax estimation problems can be adjusted to solve a class of linear programming problems. A general procedure of this type should have been accessible in the 1910s, but the historical record shows that no such procedure was developed before the work of Kantorovich, Koopmans, and Dantzig in the 1940s.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Richard William Farebrother,