Robust reduction of a class of large-scale linear programs

DOI10.1137/S1052623497325454MaRDI QIDQ2784411zbMATH OpenFDO

Authors I. Ioslovich

Publication date 23 April 2002

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S1052623497325454

zbMATH Keywords

large-scale optimizationlinear programmingpresolvingreductionredundancyrobust reduction

Mathematics Subject Classification ID

Theory of organizations, manpower planning in operations research (90B70) Linear programming (90C05) Large-scale problems in mathematical programming (90C06) Mixed integer programming (90C11)

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Cited in

(17)

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• Balance constraints reduction of large-scale linear programming problems
• Reducing the number of variables in integer and linear programming problems
• Robust preliminary analysis of large-scale linear model for optimal industrial investments
• Robust avaluations for duals of non-negative linear programs with box-constrained uncertainties
• Robust reduction of dimension of a linear programming problem with uncertainties: Implication for robust production and Technology planning
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• A heuristic approach for identification of redundant constraints in linear programming models
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• Constraint Reduction for Linear Programs with Many Inequality Constraints
• Detecting constraint redundancy in 0-1 linear programming problems
• On the generalized Wolf problem: preprocessing of nonnegative large-scale linear programming problems with group constraints

Describes a project that uses

Uses Software

• LIPSOL
• GAMS

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