In this note we present computational experience with a linear programming code on two Cray super-computers (Cray-1S, Cray X-MP/48). Results are given for problems involving up to 640,000 variables ...

Using convex analysis and a characterization of the entire family of optimal solutions to an L.P., we show that in order to obtain shadow prices, one has to solve a much smaller L.P. derived from any ...