Analysis of a Methodology for Linear Programming Optimality Analysis.

Abstract

The methodology of Johnson, Baner, Moore, and Grant can be applied to large scale linear programming models. A methodology for optimality analysis of linear programs was developed to create metamodels using response surface methodology techniques such as experimental design and least squares regression. A metamodel consists of a simple equation which is able to predict the optimal objective function value of a linear program. What is needed is some large scale application of the techniques to verify how accurate they are. In the research, I plan to use the large scale LP model, STORM. I use the "Hot Start" idea for the efficiency of STORM program calculation. The developed metamodels of the large scale LP can provide some useful information about the relationships between the objective function value and the right-hand-side vector and coefficients of the objective function (unit cost vector) by varying the right-hand-side vector and unit cost vector.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1997
Accession Number
ADA324045

Entities

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  • Chanseok Jeong

Organizations

  • Air Force Institute of Technology

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  • Air Platforms

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  • Experimental Design
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  • Linear Programming
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