A set of staircase linear programming test problems

From MaRDI portal
Publication:3895224

DOI10.1007/BF01589349zbMath0448.90036MaRDI QIDQ3895224

James K. Ho, Etienne Loute

Publication date: 1981

Published in: Mathematical Programming (Search for Journal in Brave)




Related Items

Finite master programs in regularized stochastic decomposition, A multicut algorithm for two-stage stochastic linear programs, The method of double truncation in the decomposition of large-scale problems, A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs, Random Procedures for Nonredundant Constraint Identification in Stochastic Linear Programs, Revised dantzig-wolfe decomposition for staircase-structured linear programs, MSLiP: A computer code for the multistage stochastic linear programming problem, An exact penalty algorithm for recourse-constrained stochastic linear programs, A barrier method for dynamic Leontief-type linear programs, On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method, Efficient solution of two-stage stochastic linear programs using interior point methods, Extending and solving a multiperiod congested network flow model, Comparative performance of advanced microcomputer LP systems, An implementation of Karmarkar's algorithm for linear programming, Solving staircase linear programs by the simplex method, 2: Pricing, Computational experience with advanced implementation of decomposition algorithms for linear programming, Multi-stage stochastic linear programs for portfolio optimization, Solving staircase linear programs by the simplex method, 1: Inversion, Solving discrete stochastic linear programs with simple recourse by the dualplex algorithm, A regularized stochastic decomposition algorithm for two-stage stochastic linear programs, Parallel interior-point method for linear and quadratic programs with special structure, Implementation of a Double-Basis Simplex Method for the General Linear Programming Problem