Accession Number:

AD0691841

Title:

Steepest Ascent for Large-Scale Linear Programs

Descriptive Note:

Technical rept.

Corporate Author:

HARVARD UNIV CAMBRIDGE MA DIV OF ENGINEERING AND APPLIED PHYSICS

Personal Author(s):

Report Date:

1969-04-01

Pagination or Media Count:

45.0

Abstract:

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.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE