AN EXTENSION OF GENERALIZED UPPER BOUNDED TECHNIQUES I FOR STRUCTURED LINEAR PROGRAMS
CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER
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An algorithm is developed for solving a special structured linear program. The particular structure studied has a large number of blocks coupled together by a relatively few connecting equations. The method proposed in an extension of Generalized Upper bounding Techniques for Linear Programming-I, by G. B. Dantzig and R. M. Van Slyke March 1965 and, from the basis, defines a working basis which is much smaller in size than the original. Two methods of updating the working basis are proposed.
- Operations Research