Steepest Ascent for Large-Scale Linear Programs
HARVARD UNIV CAMBRIDGE MA DIV OF ENGINEERING AND APPLIED PHYSICS
Pagination or Media Count:
Many structured large-scale linear programming problems can be transformed into an equivalent problem of maximizing a piecewise linear, concave function subject to linear constraints. The equivalent problem can, in turn, be solved in a finite number of steps using a steepest ascent algorithm. This principle is applied to block diagonal systems yielding refinements of existing algorithms. An application to the multi-stage problem yields an entirely new algorithm.
- Operations Research