Technical Note—An Efficient Approach to Some Cases of Coefficient Variations in Linear Programs
Author(s) -
Andrés Weintraub,
William T. Ingram
Publication year - 1981
Publication title -
operations research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.797
H-Index - 140
eISSN - 1526-5463
pISSN - 0030-364X
DOI - 10.1287/opre.29.3.609
Subject(s) - linear programming , sequence (biology) , coefficient matrix , mathematical optimization , constraint (computer aided design) , set (abstract data type) , mathematics , series (stratigraphy) , variation (astronomy) , algorithm , matrix (chemical analysis) , computer science , paleontology , eigenvalues and eigenvectors , genetics , physics , geometry , materials science , quantum mechanics , astrophysics , composite material , biology , programming language
In some cases, a series of linear programs are run in sequence where a set of coefficients in the constraint matrix or in the right hand side is varied in such a way that inequality constraints are relaxed from one run to the next. For this type of variation we present an algorithm that determines in at most K pivots a new feasible solution, if K coefficients are varied. This algorithm relies on post optimality options of linear programming packages. In addition the algorithm proved to be advantageous in determining optimal solutions to the modified problems.
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