Accession Number:

ADA263993

Title:

Dynamic Factorization in Large-Scale Optimization

Descriptive Note:

Technical rept.

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CA DEPT OF OPERATIONS RESEARCH

Personal Author(s):

• Brown, Gerald G.
• Olson, Michael P.

Report Date:

1993-03-12

Pagination or Media Count:

39.0

Abstract:

Factorization of linear programming LP models enables a large portion of the LP tableau to be represented implicitly and generated from the remaining explicit part. Dynamic factorization admits algebraic elements which change in dimension during the course of solution. A unifying mathematical framework for dynamic row factorization is presented with three algorithms which derive from different LP model row structures generalized upper bound rows, pure network rows, and generalized network rows. Each of these structures is a generalization of its predecessors, and each corresponding algorithm exhibits just enough additional richness to accommodate the structure at hand within the unified framework. Implementation and computational results are presented for a variety of real-world models. These results suggest that each of these algorithms is superior to the traditional, non-factorized approach, with the degree of improvement depending upon the size and quality of the row factorization identified.

Descriptors:

• *OPTIMIZATION
• *LINEAR PROGRAMMING
• *FACTOR ANALYSIS
• ALGORITHMS
• MODELS
• STRUCTURES
• APPROACH
• HANDS
• QUALITY
• NETWORKS
• DYNAMICS
• COMPUTER PROGRAMMING

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE