Accession Number:

ADA076415

Title:

A Column Generation Technique for the Computation of Stationary Points.

Descriptive Note:

Management sciences research rept.,

Corporate Author:

CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP

Personal Author(s):

Report Date:

1979-10-01

Pagination or Media Count:

30.0

Abstract:

In two recent papers, Eaves showed that Lemkes algorithm can be used to compute a stationary point of an affine function over a polyhedral set. This paper proposes an alternative method which is based on parametric principal pivoting. The proposed method involves solving systems of linear equations and parametric linear subprograms over the given polyhedral set. An obvious advantage of the method is that any special structure of the polyhedral set can be exploited profitably in the solution of the subprograms. Author

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE