Автор |
Murthy, Rajluxmi V. |
Автор |
Helgason, Richard V. |
Дата выпуска |
1994 |
dc.description |
Minimum cost network flow problems with a piecewise linear convex cost function are used to model various optimization problems. They are also used extensively to approximate nonlinear cost functions which may otherwise be difficult to handle. Solving the piecewise linear problems using a reformulation approach is possible but may be inefficient. In thispaper we discuss a specialized direct approach and its implementation for solving such problems. The direct approach handles the piecewise linear structure of the cost function by allowing each arc to have varying costs on different segments. Computational results havel been reported, from which we conclude that using such an approach has adistinct advantage over using a reformulation approach. |
Формат |
application.pdf |
Издатель |
Gordon and Breach Science Publishers |
Копирайт |
Copyright Taylor and Francis Group, LLC |
Тема |
Network programming |
Тема |
piecewise linear programming |
Название |
A direct simplex algorithm for network flow problems with convex piecewise linear costs |
Тип |
research-article |
DOI |
10.1080/10556789408805587 |
Electronic ISSN |
1029-4937 |
Print ISSN |
1055-6788 |
Журнал |
Optimization Methods and Software |
Том |
4 |
Первая страница |
191 |
Последняя страница |
207 |
Аффилиация |
Murthy, Rajluxmi V.; Southern Methodist University |
Аффилиация |
Helgason, Richard V.; Southern Methodist University |
Выпуск |
3 |
Библиографическая ссылка |
Dantzig, G.B. 1963. Linear Programming and Extensions, Princeton, NJ: Princeton University Press. |
Библиографическая ссылка |
Fourer, R.. 1985. A Simplex Algorithm for Piecewise-linear Programming I: Derivation and Proof . Mathematical Programming, 33: 204–233. |
Библиографическая ссылка |
Fourer, R. 1988. A Simplex Algorithm for Piecewise-linear Programming II: Finiteness, Feasibility and Degeneracy. Mathematical Programming, 41: 281–315. |
Библиографическая ссылка |
Guisewite, G. and Pardalos, P.M. 1993. Complexity Issues in Nonconvex Network Plow Problems, Edited by: Pardalos, P.M. 163–179. Complexity in Numerical Optimization, World Scientific Publishing Co.. |
Библиографическая ссылка |
Ho, J.K. 1985. Relationships among Linear Formulation of Separable Convex P ecewise Linear Programs. Mathematical Programming Studies, 24: 121–140. |
Библиографическая ссылка |
Kennington, J.L. and Helgason, R.V. 1980. Algorithms for Network Programming, NY: Wiley-Interscience. |
Библиографическая ссылка |
Klingman, D., Napier, A. and Stutz, J. 1974. NETGEN: A Program for Generat ng Large Scale Capacitated Assignment, Transportation, and Minimum Cost Flow Network Problems. Management Science, 20(5): 814–821. |
Библиографическая ссылка |
Premoli, A.. 1986. Piecewise-linear Programming: The Compact (CPLP) Algorithm . Mathematical Programming, 36(5): 210–227. |
Библиографическая ссылка |
Rockafellar, R. T. Network Flows and Monotropic Optimization, NY: Wiley-Interscpence. |
Библиографическая ссылка |
Sun, J., Tsai, K. -H. and Qi, L.. 1993. A Simplex Method and its Implementation for Network Piecewise Linear Programming, Edited by: Du, D. -Z. and Pardalos, P.M. 283–300. World Scientific Publishing Co.. Network Optimization Problems |