Accession Number : ADA185647

Title :   Computing Block-Angular Karmarker Projections with Applications to Stochastic Programming. Revision.

Descriptive Note : Technical rept.,

Corporate Author : MICHIGAN UNIV ANN ARBOR DEPT OF INDUSTRIAL AND OPERATIONS ENGINEERING

Personal Author(s) : Birge, John R ; Qi, Liqun

PDF Url : ADA185647

Report Date : Dec 1986

Pagination or Media Count : 18

Abstract : This document presents a variant of Karmarkar's projective algorithm for block angular structured linear programs, such as stochastic linear programs. By computing the projection efficiently, the authors give a worst case bound on the order of the running time that can be an order of magnitude better than that of Karmarkar's standard algorithm. A related variant is applied to the dual program, and its implications for very large-scale problems are given. Keywords: Iterations; Points (Mathematics). (Author)

Descriptors :   *LINEAR PROGRAMMING, *PROJECTIVE TECHNIQUES, ALGORITHMS, MATHEMATICAL PROGRAMMING, STOCHASTIC PROCESSES, TIME, COMPUTATIONS, ITERATIONS, POINTS(MATHEMATICS)

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE