Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function

DOI10.1007/BF01585925MaRDI QIDQ1904656zbMATH OpenFDO

Authors András Prékopa, Wen-Zhong Li

Publication date 24 July 1996

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

linearly constrained optimizationpolyhedral functionsfast bounding techniquesimplicial functions

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

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• Computational experience with a primal-dual interior point method for linear programming
• Decomposing the requirement space of a transporation problem into polyhedral cones
• Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
• New Finite Pivoting Rules for the Simplex Method
• New bounds and approximations for the probability distribution of the length of the critical path

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• On a dual method for a specially structured linear programming problem with application to stochastic programming
• On the solution of special generalized upper-bounded problems: The LP/GUB knapsack problem and the λ-form separable convex objective function problem
• A fast method for a class of one-stage bounded variables and single constrained linear programming problems
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