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Technical Note—Vertex Generation and Cardinality Constrained Linear Programs

David S. Rubin
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David S. Rubin: University of North Carolina, Chapel Hill, North Carolina

Operations Research, 1975, vol. 23, issue 3, 555-565

Abstract: Tanahashi and Luenberger have recently discussed a class of problems that they call “cardinality constrained linear programs (CCLP's).” These are linear programs with an additional constraint limiting the number of variables that may take on strictly positive values. Tanahashi and Luenberger presented cutting plane methods to solve the CCLP. We show how to solve the CCLP by modifying a procedure for generating all the vertices of the feasible region of the associated linear program. We also illustrate the relations between the CCLP and some other problems discussed in the literature.

Date: 1975
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