Steepest Ascent for Large-Scale Linear Programs

Abstract

Many structured large-scale linear programming problems can be transformed into an equivalent problem of maximizing a piecewise linear, concave function subject to linear constraints. The equivalent problem can, in turn, be solved in a finite number of steps using a steepest ascent algorithm. This principle is applied to block diagonal systems yielding refinements of existing algorithms. An application to the multi-stage problem yields an entirely new algorithm.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1969
Accession Number
AD0691841

Entities

People

  • Richard C. Grinold

Organizations

  • Harvard University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Computer Programming
  • Convergence
  • Convex Programming
  • Direction Finding
  • Directives
  • Engineering
  • Evolutionary Algorithms
  • Inequalities
  • Iterations
  • Linear Programming
  • Mathematical Programming
  • Military Research
  • Optimization
  • Simplex Method

Readers

  • Operations Research