Accession Number:

AD0647552

Title:

DIRECT REDUCTION OF LARGE CONCAVE PROGRAMS

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV LOS ANGELES WESTERN MANAGEMENT SCIENCE INST

Personal Author(s):

Report Date:

1966-12-01

Pagination or Media Count:

21.0

Abstract:

A very simple and flexible procedure is given for reducing a concave mathematical program to a finite sequence of subproblems, each involving a subset of the original constraints. While very much in the spirit of the secondary constraint idea, constraints are dropped as well as added from subproblem to subproblem. The reduction procedure is of quite general applicability, and is designed to be used with various concave programming algorithms for solving the subproblems. It seems particularly suited to facilitating the solution of problems with more constraints than could otherwise be handled. It is shown that an obvious specialization to linear programs yields the dual Simplex method, and that various cutting-plane methods can also be naturally described from the general viewpoint offered in the report.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE