
Accession Number : ADA183217
Title : The Box Method for Linear Programming. Part 2. Treatment of Problems in Standard Form with Explicitly Bounded Variables.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CA SYSTEMS OPTIMIZATION LAB
Personal Author(s) : Zikan,Karel ; Cottle,Richard W
PDF Url : ADA183217
Report Date : Jul 1987
Pagination or Media Count : 15
Abstract : A crucial aspect of the Box Method for linear programming is the finding of a minimumweight basis corresponding to a given interior feasible point. This subproblem leads to the formation of the Box Problem, a special linear program having a closed form solution which provides the search direction at the current iteration. Finding a minimumweight basis is a matroidal(or, combinatorial) optimization problem that can be handled by a greedy algorithm. This paper suggests a way of efficiently solving the minimumweight basis problem in cases where the (primal, standard form) linear program contains explicitly bounded variables. It is shown that the main part of the task requires almost no more computational effort or storage space than does a problem of the same size without upper bounded variables. While this result is believed to be valuable in its own right, there is additional benefit to be gained in applications where the finding of a minimumweight basis (for a linear program without explicit upper bounds on its variables) is done by a special greedy algorithm. Such is the case with minimumcost network flow problems which will be discussed in Part III of this series.
Descriptors : *LINEAR PROGRAMMING, ALGORITHMS, ITERATIONS, LOW COSTS, NETWORK FLOWS, OPTIMIZATION, SEARCHING, VARIABLES, WEIGHTING FUNCTIONS
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE