Optimization with staircase structure: An application to generation scheduling

DOI10.1016/0305-0548(90)90038-9zbMath0687.90089OpenAlexW2026661296MaRDI QIDQ1263534

K. Appert

Publication date: 1990

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0305-0548(90)90038-9

zbMATH Keywords

updatingdynamic constraintsconstraint matrices with staircase structure

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Decomposition methods (49M27)

Related Items (2)

A subgradient-based optimization for reservois system management ⋮ A numerically stable reduced-gradient type algorithm for solving large- scale linearly constrained minimization problems

Uses Software

• CONOPT

Cites Work

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• Factorization method for linear dynamic programming problems
• CONOPT: A GRG code for large sparse dynamic nonlinear optimization problems
• Staircase Matrices and Systems
• Solving staircase linear programs by the simplex method, 1: Inversion
• Large-scale linearly constrained optimization
• Éléments finis et problèmes elliptiques dégénérés
• Solving staircase linear programs by the simplex method, 2: Pricing
• Updated triangular factors of the basis to maintain sparsity in the product form simplex method
• The simplex method of linear programming using LU decomposition

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