Linear Programming with Special Ordered Sets
作者:
SnyderR. D.,
期刊:
Journal of the Operational Research Society
(Taylor Available online 1984)
卷期:
Volume 35,
issue 1
页码: 69-74
ISSN:0160-5682
年代: 1984
DOI:10.1057/jors.1984.8
出版商: Taylor&Francis
关键词: Linear Programming;Non-Linear Programming;Production Planning;Statistics
数据来源: Taylor
摘要:
AbstractConcave objective functions which are both piecewise linear and separable are often encountered in a wide variety of management science problems. Provided the constraints are linear, problems of this kind are normally forced into a linear programming mould and solved using the simplex method. This paper takes another look at the associated linear programs and shows that they have special structural features which are not exploited by the simplex algorithm. It suggests that their variables can be divided into special ordered sets which can then be used to guide the pivoting strategies of the simplex algorithm with a resultant reduction in basis changes.
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