Relaxation Methods for Linear Programs
From MaRDI portal
Recommendations
Cited in
(19)- A primal-dual conjugate subgradient algorithm for specially structured linear and convex programming problems
- On the convergence of the affine-scaling algorithm
- An incremental primal-dual method for generalized networks
- Linear relaxations and reduced-Cost based propagation of continuous variable subscripts
- The relaxation method for certain type of pseudoconvex programming problems
- Linearization of McCormick relaxations and hybridization with the auxiliary variable method
- PERT and crashing revisited: Mathematical generalizations
- The symmetric travelling salesman problem. I: New fast lower bounds for the problem of optimal 2-matching
- scientific article; zbMATH DE number 4131528 (Why is no real title available?)
- Temporal linear relaxation in IBM ILOG CP optimizer
- scientific article; zbMATH DE number 7295437 (Why is no real title available?)
- scientific article; zbMATH DE number 5669891 (Why is no real title available?)
- Relaxation methods for problems with strictly convex separable costs and linear constraints
- scientific article; zbMATH DE number 27284 (Why is no real title available?)
- Relaxation Method for Large Scale Linear Programming Using Decomposition
- A primal-dual simplex method for linear programs
- An extension of the relaxation algorithm for solving a special case of capacitated arc routing problems
- Relaxation methods for monotropic programs
- A survey of dynamic network flows
This page was built for publication: Relaxation Methods for Linear Programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3783839)