Robust preliminary analysis of large-scale linear model for optimal industrial investments

DOI10.1016/J.JFRANKLIN.2007.08.001zbMATH Open1167.93307OpenAlexW2062157707MaRDI QIDQ2271503FDOQ2271503

Authors: I. Ioslovich, P.-O. Gutman 

Publication date: 7 August 2009

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2007.08.001

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zbMATH Keywords

redundancyinvestmentslarge-scale linear programmingindustrial planningevaluation of dual variablesrobust reduction

Mathematics Subject Classification ID

Linear programming (90C05) Large-scale systems (93A15) System structure simplification (93B11) Linear systems in control theory (93C05)

Cites Work

• Preprocessing for quadratic programming
• Title not available (Why is that?)
• Title not available (Why is that?)
• Analysis of mathematical programming problems prior to applying the simplex algorithm
• Robust reduction of a class of large-scale linear programs
• Redundancy in mathematical programming. A state-of-the-art survey
• On the generalized Wolf problem: preprocessing of nonnegative large-scale linear programming problems with group constraints
• User'S guide To Lipsol linear-programming interior point solvers V0.4

Cited In (2)

• Robust reduction of dimension of a linear programming problem with uncertainties: Implication for robust production and Technology planning
• Оптимизация динамических систем инвестирования промышленных предприятий

Uses Software

• Matlab
• LIPSOL
• QP

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