
Accession Number : ADA185647
Title : Computing BlockAngular 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 largescale 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