A Dual Generalized Upper Bounding Technique
- 1 January 1971
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Management Science
- Vol. 17 (5) , 269-284
- https://doi.org/10.1287/mnsc.17.5.269
Abstract
A Generalized Upper Bounding technique, similar to that introduced by Dantzig and Van Slyke [Dantzig, G. B., Van Slyke, R. M., 1967. Generalized upper bounding techniques. Journal of Computer and System Sciences. Vol. 1 pp. 213–226.], for solving large linear programs “with m + L equations (m ≪ L), L of which have the property that each variable has at most one nonzero coefficient in them” is offered. The algorithm is a variant of the dual simplex method, uses a working basis of order m and allows implementation of various pivoting strategies. The necessary modifications to the algorithm for handling bounded variables are also described.Keywords
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