Solving staircase linear programs by the simplex method, 2: Pricing

DOI10.1007/BF02594780zbMath0506.90054MaRDI QIDQ4744058

Robert Fourer

Publication date: 1983

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

zbMATH Keywords

distributionsimplex methodmulti-period planninglarge-scale modelingstaircase-structured linear programsextensive computational testspricing algorithmsspecialized algorithmsstaircase adaptations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

Related Items (10)

A clustering heuristic to detect staircase structures in large scale linear programming models ⋮ Piecewise-linear programming: The compact (CPLP) algorithm ⋮ On the Combinatorial Diameters of Parallel and Series Connections ⋮ Revised dantzig-wolfe decomposition for staircase-structured linear programs ⋮ On a distributed implementation of a decomposition method for multistage linear stochastic programs ⋮ Parallel decomposition of multistage stochastic programming problems ⋮ Optimization with staircase structure: An application to generation scheduling ⋮ Parallel processors for planning under uncertainty ⋮ On recognizing staircase compatibility ⋮ Sensitivity method for basis inverse representation in multistage stochastic linear programming problems

Uses Software

• MINOS
• DEVEX

Cites Work

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• Evolution of Linear Programming Computing Techniques
• A Comparative Study of Two Methods for Staircase Linear Programs
• A practicable steepest-edge simplex algorithm
• A set of staircase linear programming test problems
• Dynamically restricted pricing in the simplex method for linear programming
• Solving staircase linear programs by the simplex method, 1: Inversion
• A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases
• On the Bartels—Golub decomposition for linear programming bases
• The efficient solution of large-scale linear programming problems—some algorithmic techniques and computational results
• On pricing and backward transformation in linear programming
• The Composite Simplex Algorithm
• Pivot selection methods of the Devex LP code

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