论文信息 - Technical Note - Dynamic Generalized Upper Bounding

Technical Note - Dynamic Generalized Upper Bounding

We develop a factored basis inverse for linear programming problems with generalized upper bound GUB constraints. The method allows both +1's and -1's in inequality GUB constraints. We then present a dynamic factorization GUB algorithm that seeks to reduce the size of the working inverse. Finally, a comparison of algorithms used to locate GUB structures is mentioned.

Richard D. McBride

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