Parametric Programming with Extensions to Large Scale Algorithms.
CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER
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In this report the author discusses parametric linear programs for the cases in which either the right hand side, the cost function, or an activity vector of the constraint matrix has been parameterized. A new algorithm for the activity vector parameterization was derived. The right hand side and cost function parameterization concepts were extended to compact inverse and decomposition algorithms for solving large scale block-diagonal problems. In the process, a new dual decomposition algorithm was developed. Modified author abstract
- Operations Research