A forward convex-simplex method

DOI10.1016/0377-2217(87)90246-3MaRDI QIDQ1089264zbMATH OpenOpenAlexFDO

Authors Jonathan D. Stanley

Publication date 1987

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(87)90246-3

zbMATH Keywords

Forward algorithmsforward simplex methodinventorymultiperiod problemsplanningproductionstaircase-structured linear programs

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Review text

Forward algorithms provide a managerially practical way to solve multiperiod problems by solving progressively longer finite horizon subproblems. Many procedures of this nature already exist for special structures. \textit{J. E. Aronson, T. E. Morton} and \textit{G. L. Thompson} [ibid. 15, 348-365 (1984; Zbl 0527.90041)] have developed a forward simplex method for general staircase-structured linear programs. In this paper this method is extended to the case in which the objective function is convex.

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Cites work

• A forward algorithm and planning horizon procedure for the production smoothing problem without inventory
• A forward convex-simplex method
• scientific article; zbMATH DE number 3887432 (Why is no real title available?)
• scientific article; zbMATH DE number 3572086 (Why is no real title available?)
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Cited in

(6)

• A forward convex-simplex method
• A simple method for convex optimization in the oracle model
• scientific article; zbMATH DE number 3887432 (Why is no real title available?)
• scientific article; zbMATH DE number 3916016 (Why is no real title available?)
• A Forward Simplex Method for Staircase Linear Programs
• A survey of dynamic network flows

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