Time-Staged Linear Programs.
Abstract
The paper outlines some procedures for solving time-staged (staircase) linear programs. Two approaches are discussed: the first based on modifying the block structure of the basis so that there are square non-singular sub-blocks along the diagonal; and the second based on the nested decomposition principle except applied to the dual system instead of the primal as proposed by Glassey and by Manne and Ho. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1980
- Accession Number
- ADA096120
Entities
People
- George Bernard Dantzig
Organizations
- Stanford University