Implementation of successive linear programming algorithms for non-convex goal programming

DOI10.1016/0305-0548(88)90027-5MaRDI QIDQ1093528zbMATH OpenOpenAlexFDO

Authors Ronald D. Armstrong, A. Charnes, Cengiz Haksever

Publication date 1988

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

Full work available at URL https://doi.org/10.1016/0305-0548(88)90027-5

zbMATH Keywords

Charnes and Cooper's linearization methodComputer implementationNegative Image Methodnonlinear, non-convex ratio goals problemOpposite Sign Algorithmsequence of perturbed linear programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Review text

Computer implementation of an effective approach for the solution of nonlinear, non-convex ratio goals problem is presented. The approach uses Charnes and Cooper's linearization method of solution of ratio goals problems with a sequence of perturbed linear programming (LP) problems. For efficient solution, it incorporates the Opposite Sign Algorithm and the Negative Image Method, both of which use the available information from the most recently solved problem. The efficiency of these algorithms against a new start each time a new LP problem is set up for solution has been confirmed with computational testing on randomly generated problems.

Recommendations

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Cites work

• Duality in semi-infinite programs and some works of Haar and Carathéodory
• Goal programming and multiple objective optimizations. Part I
• scientific article; zbMATH DE number 3356508 (Why is no real title available?)
• Reinversion with the preassigned pivot procedure
• Spike swapping in basis reinversion
• Successive linear programming for ratio goal problems
• The elimination form of the inverse and its application to linear programming

Cited in

(5)

• Successive linear programming for ratio goal problems
• Computational efficiency and interactive MOLP algorithms: An implementation of the SIMOLP procedure
• A partitioning gradient based (PGB) algorithm for solving nonlinear goal programming problems
• A Fourth bibliography of fractional programming
• scientific article; zbMATH DE number 7086992 (Why is no real title available?)

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