Solving large-scale linear programs by aggregation
From MaRDI portal
This paper deals with the solution of linear programs via the use of aggregation. A sequence of smaller, aggregated problems are solved. At each iteration we develop lower and upper bounds on the objective value. If the solution is not acceptable, a scheme for modifying the aggregated problem is given. The procedure is computationally tested on problems with up to 200 variables/constraints.
Recommendations
- Gradient schemes in iterative aggregation procedures for variable-aggregated lp-problems
- scientific article; zbMATH DE number 4102817
- Aggregation bounds in stochastic linear programming
- An iterative aggregation-disaggregation algorithm for solving linear equations
- scientific article; zbMATH DE number 4087417
Cites work
- A Fundamental Theorem for the Aggregation Problem of Input-Output Analysis
- A priori error bounds for procurement commodity aggregation in logistics planning models
- Bounds for Row-Aggregation in Linear Programming
- Bounds on the Effect of Aggregating Variables in Linear Programs
- Calculating surrogate constraints
- Computing bounds for the optimal value in linear programming
- Elements of Large-Scale Mathematical Programming Part I: Concepts
- Fundamental Queries in Aggregation Theory
- scientific article; zbMATH DE number 3561084 (Why is no real title available?)
- scientific article; zbMATH DE number 3596007 (Why is no real title available?)
- scientific article; zbMATH DE number 3273622 (Why is no real title available?)
- Large-scale linear programming: Geometry, working bases and factorizations
- Nonadjacent extreme point methods for solving linear programs
- Solution of Large-Scale Transportation Problems Through Aggregation
- Surrogate Constraints
- Surrogate Mathematical Programming
- Technical Note—Improved Bounds for Aggregated Linear Programs
- The computation of Lagrange-multiplier estimates for constrained minimization
- Transformation of integer programs to knapsack problems
Cited in
(21)- An iterative aggregation-disaggregation algorithm for solving linear equations
- Mathematical programming with iterative aggregation
- A posteriori error bounds in linear programming aggregation
- Aggregation in large-scale optimization
- An aggregate and iterative disaggregate algorithm with proven optimality in machine learning
- Stabilized dynamic constraint aggregation for solving set partitioning problems
- Clustering-based preconditioning for stochastic programs
- The positive edge criterion within COIN-OR's CLP
- scientific article; zbMATH DE number 3924516 (Why is no real title available?)
- scientific article; zbMATH DE number 3950203 (Why is no real title available?)
- scientific article; zbMATH DE number 4087417 (Why is no real title available?)
- scientific article; zbMATH DE number 4102817 (Why is no real title available?)
- scientific article; zbMATH DE number 541194 (Why is no real title available?)
- scientific article; zbMATH DE number 1131735 (Why is no real title available?)
- An algorithm of feasible directions for the aggregation problem
- Gradient schemes in iterative aggregation procedures for variable-aggregated lp-problems
- Optimization for L1-Norm Error Fitting via Data Aggregation
- Solving large scale generalized assignment problems. --- An aggregation/disaggregation approach
- Using error bounds to compare aggregated generalized transportation models
- Experiments with external pivoting
- Multi-phase dynamic constraint aggregation for set partitioning type problems
This page was built for publication: Solving large-scale linear programs by aggregation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q581234)
