EconPapers    
Economics at your fingertips  
 

Generalized linear programming and sensitivity analysis techniques

Emmanuel Macalalag and Moshe Sniedovich

Naval Research Logistics (NRL), 1996, vol. 43, issue 3, 397-413

Abstract: In this article we report on numerical experiments conducted to assess the performance of c‐programming algorithms for generalized linear programming problems involving the maximization of composite‐convex objective functions. The results indicate that the standard parametric sensitivity analysis techniques of the simplex method can play a central role in such algorithms. We also comment on issues concerning the use of commercial LP packages to solve problems of this type. © 1996 John Wiley & Sons, Inc.

Date: 1996
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1002/(SICI)1520-6750(199604)43:33.0.CO;2-4

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:wly:navres:v:43:y:1996:i:3:p:397-413

Access Statistics for this article

More articles in Naval Research Logistics (NRL) from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2025-03-20
Handle: RePEc:wly:navres:v:43:y:1996:i:3:p:397-413