A direct simplex algorithm for network flow problems with convex piecewise linear costs
作者:
Rajluxmi V. Murthy,
Richard V. Helgason,
期刊:
Optimization Methods and Software
(Taylor Available online 1994)
卷期:
Volume 4,
issue 3
页码: 191-207
ISSN:1055-6788
年代: 1994
DOI:10.1080/10556789408805587
出版商: Gordon and Breach Science Publishers
关键词: Network programming;piecewise linear programming
数据来源: Taylor
摘要:
Minimum cost network flow problems with a piecewise linear convex cost function are used to model various optimization problems. They are also used extensively to approximate nonlinear cost functions which may otherwise be difficult to handle. Solving the piecewise linear problems using a reformulation approach is possible but may be inefficient. In thispaper we discuss a specializeddirectapproach and its implementation for solving such problems. Thedirectapproach handles the piecewise linear structure of the cost function by allowing each arc to have varying costs on different segments. Computational results havel been reported, from which we conclude that using such an approach has adistinct advantage over using a reformulation approach.
点击下载:
PDF (485KB)
返 回