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Development and Implementation of a Large Scale Linear Programming Code

Λεπτομέρειες βιβλιογραφικής εγγραφής
Τίτλος: Development and Implementation of a Large Scale Linear Programming Code
Συγγραφείς: Esshaghi-Bayat, Taher
Πηγή: Research Reports from the Department of Operations
Στοιχεία εκδότη: Scholarly Commons @ Case Western Reserve University
Έτος έκδοσης: 1982
Θεματικοί όροι: Operations research, Linear programming--Computer programs, Mathematical optimization, Algorithms--Data processing, Sparse matrices, Numerical analysis--Computer programs, Programming (Mathematics), Computer simulation, Business Administration, Management, and Operations
Περιγραφή: The objective of this research is to develop a computationally efficient computer code for solving large linear programming (LP) problems up to size (100 x 400). This program can handle upper and lower bounds on variables without affecting the size of the constraint set. The value of nonbasic variables can be initiated at a prespecified value other than its lower or upper bound by using the concept of superbasic variables. Multiple problems can also be run in one compilation. This program uses additional features to improve computational efficiency and to allow the solution of large-scale problems. These features include: 1) Sparsity/Product Form of Inverse. 2) Partial Pricing/Multiple Pricing. 3) Periodic Reinversion. Before presenting the details of these features, some variables and vector definitions are needed, and a description of the computer code will be provided.
Τύπος εγγράφου: text
Περιγραφή αρχείου: application/pdf
Γλώσσα: unknown
Διαθεσιμότητα: https://commons.case.edu/wsom-ops-reports/150
https://commons.case.edu/context/wsom-ops-reports/article/1149/viewcontent/.pdf
Rights: This work is in the public domain and may be freely downloaded for personal or academic use
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  Data: Development and Implementation of a Large Scale Linear Programming Code
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  Data: Research Reports from the Department of Operations
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  Data: Scholarly Commons @ Case Western Reserve University
– Name: DatePubCY
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  Data: 1982
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  Data: <searchLink fieldCode="DE" term="%22Operations+research%22">Operations research</searchLink><br /><searchLink fieldCode="DE" term="%22Linear+programming--Computer+programs%22">Linear programming--Computer programs</searchLink><br /><searchLink fieldCode="DE" term="%22Mathematical+optimization%22">Mathematical optimization</searchLink><br /><searchLink fieldCode="DE" term="%22Algorithms--Data+processing%22">Algorithms--Data processing</searchLink><br /><searchLink fieldCode="DE" term="%22Sparse+matrices%22">Sparse matrices</searchLink><br /><searchLink fieldCode="DE" term="%22Numerical+analysis--Computer+programs%22">Numerical analysis--Computer programs</searchLink><br /><searchLink fieldCode="DE" term="%22Programming+%28Mathematics%29%22">Programming (Mathematics)</searchLink><br /><searchLink fieldCode="DE" term="%22Computer+simulation%22">Computer simulation</searchLink><br /><searchLink fieldCode="DE" term="%22Business+Administration%22">Business Administration</searchLink><br /><searchLink fieldCode="DE" term="%22Management%22">Management</searchLink><br /><searchLink fieldCode="DE" term="%22and+Operations%22">and Operations</searchLink>
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  Data: The objective of this research is to develop a computationally efficient computer code for solving large linear programming (LP) problems up to size (100 x 400). This program can handle upper and lower bounds on variables without affecting the size of the constraint set. The value of nonbasic variables can be initiated at a prespecified value other than its lower or upper bound by using the concept of superbasic variables. Multiple problems can also be run in one compilation. This program uses additional features to improve computational efficiency and to allow the solution of large-scale problems. These features include: 1) Sparsity/Product Form of Inverse. 2) Partial Pricing/Multiple Pricing. 3) Periodic Reinversion. Before presenting the details of these features, some variables and vector definitions are needed, and a description of the computer code will be provided.
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