Solving many linear programs that differ only in the right-hand side

DOI10.1016/0377-2217(88)90193-2MaRDI QIDQ1108193zbMATH OpenOpenAlexFDO

Authors Dag Haugland, Stein W. Wallace

Publication date 1988

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(88)90193-2

zbMATH Keywords

search treecomputational resultsright-hand sideSorting methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15)

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Cites work

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• scientific article; zbMATH DE number 3673848 (Why is no real title available?)
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• A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs
• A piecewise linear upper bound on the network recourse function
• Aggregation bounds in stochastic linear programming
• Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
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• Decomposing the requirement space of a transporation problem into polyhedral cones
• Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
• Investing in arcs in a network to maximize the expected max flow
• Matrix augmentation and partitioning in the updating of the basis inverse
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Cited in

(6)

• Algorithms for the solution of stochastic dynamic minimax problems
• Solving linear programs with multiple right-hand sides: Pricing and ordering schemes
• Scenario tree construction driven by heuristic solutions of the optimization problem
• Accelerating the regularized decomposition method for two stage stochastic linear problems
• scientific article; zbMATH DE number 4131948 (Why is no real title available?)
• Finding and identifying optimal inventory levels for systems with common components

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