Triangular Factorization and Generalized Upper Bounding Techniques

Markku Kallio and Evan L. Porteus
Additional contact information
Markku Kallio: European Institute for Advanced Studies in Management, Brussels, Belgium
Evan L. Porteus: Stanford University, Stanford, California

Operations Research, 1977, vol. 25, issue 1, 89-99

Abstract: We develop a compact inverse method for linear programming problems having block triangular or sparse constraint matrices. Special cases of the method are, for example, the generalized upper bounding technique and its extensions. For these methods we show how a triangular factorization can be used for the working basis and block bases. In this case (and even if the constraint matrix has no special structure) our method becomes a variation of the revised simplex method using a single triangular factorization of the basis. However, the updating procedure of the triangular factors differs from existing ones in a way that implies that certain structures are exploited naturally.

Date: 1977
References: Add references at CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.1287/opre.25.1.89 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:25:y:1977:i:1:p:89-99

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().