COMMENT ON GENERALIZED UPPER BOUNDED TECHNIQUES IN LINEAR PROGRAMMING
CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER
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Dantzig and Van Slyke AD-610 950 have proved a theorem that gives an upper bound on the number of sets containing at least two basic variables. This fact is exploited to develop an algorithm that is computationally efficient for a large scale system with a special structure. It is possible to show that this bound can be improve. The significance of this improvement lies in the fact that since it is related to the order of the working basis, the computation can be carried out with a basis of order less by one than that considered in the above. The purpose of this note is to describe it and illustrate by an example.
- Operations Research