MULTI-COMMODITY WAREHOUSING MODELS WITH CASH-LIQUIDITY CONSTRAINTS - A DECOMPOSITION APPROACH.
Abstract
The warehousing model has been generalized and shown to be fundamental to a wide and important class of models in linear programming, network theory and graphs. The model has been studied by several authors and special algorithms have been provided for the multi-commodity warehousing model without financial constraints. The introduction of financial constraints supplied a new approach to financial planning, budgeting and costing of funds but this resulted in computational difficulties and consequently the promise of the potential applications of this model has not been fulfilled so far. In this thesis a computationally efficient algorithm is given to solve the warehousing model with financial constraints. Alternate representations and interpretations of the problem are also provided to further the use of these models for theoretical studies (e.g., in financial analysis) as well as other applications. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 30, 1968
- Accession Number
- AD0680617
Entities
People
- Mendu Rammohan Rao
Organizations
- Carnegie Mellon University