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

DOI10.1007/BF02594780MaRDI QIDQ4744058zbMATH OpenFDO

Authors Robert Fourer

Publication date 1983

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02594780

zbMATH Keywords

distributionextensive computational testslarge-scale modelingmulti-period planningpricing algorithmssimplex methodspecialized algorithmsstaircase adaptationsstaircase-structured linear programs

Mathematics Subject Classification ID

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

Cites work

• A Comparative Study of Two Methods for Staircase Linear Programs
• A practicable steepest-edge simplex algorithm
• A set of staircase linear programming test problems
• A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases
• Dynamically restricted pricing in the simplex method for linear programming
• Evolution of linear programming computing techniques
• scientific article; zbMATH DE number 3612766 (Why is no real title available?)
• scientific article; zbMATH DE number 3614493 (Why is no real title available?)
• scientific article; zbMATH DE number 3206575 (Why is no real title available?)
• scientific article; zbMATH DE number 3354790 (Why is no real title available?)
• On pricing and backward transformation in linear programming
• On the Bartels—Golub decomposition for linear programming bases
• Pivot selection methods of the Devex LP code
• Solving staircase linear programs by the simplex method, 1: Inversion
• The Composite Simplex Algorithm
• The efficient solution of large-scale linear programming problems—some algorithmic techniques and computational results

Cited in

(10)

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

Describes a project that uses

Uses Software

• MINOS
• DEVEX

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