Accession Number:

AD0713484

Title:

NONCONVEX LINEAR PROGRAMMING.

Descriptive Note:

Doctoral thesis,

Corporate Author:

CASE WESTERN RESERVE UNIV CLEVELAND OHIO DEPT OF OPERATIONS RESEARCH

Personal Author(s):

Report Date:

1970-09-01

Pagination or Media Count:

138.0

Abstract:

An algorithm for solving the nonconvex linear programming problem Maximize z cx, Subject to A sub ix or b sub i, 1 1,...,p for at least one i, x or 0 is given. The problem is viewed as one of n-dimensional geometry with the union of the p distinct solution sets a general nonconvex possibly disconnected polyhedral set. A continuous path in n-space is generated which passes from solution set to solution set as the optimum is sought. The core of the solution procedure is a linking linear program which is a efficient, highly flexible substitute for Phase I of the simplex method. Given an arbitrary linear programming problem in n decision variables and having m constraints, the linking linear program solution approach can conceivably produce an optimum basic feasible solution with little more computational effort than minimum n,m1 simplex pivot operations. Author

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE