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Автор Arsham, H.
Автор Oblak, M.
Дата выпуска 1995
dc.description The family of network optimization problems includes the following prototype models: assignment, critical path, max flow, shortest path, and transportation. Although it is long known that these problems can be modeled as linear programs (LP), this is generally not done. Due to the relative inefficiency and complexity of the simplex methods (primal, dual, and other variations) for network models, these problems are usually treated by one of over 100 specialized algorithms. This leads to several difficulties. The solution algorithms are not unified and each algorithm uses a different strategy to exploit the special structure of a specific problem. Furthermore, small variations in the problem, such as the introduction of side constraints, destroys the special structure and requires modifying andjor restarting the algorithm. Also, these algorithms obtain solution efficiency at the expense of managerial insight, as the final solutions from these algorithms do not have sufficient information to perform postoptimality analysis.Another approach is to adapt the simplex to network optimization problems through network simplex. This provides unification of the various problems but maintains all the inefficiencies of simplex, as well as, most of the network inflexibility to handle changes such as side constraints. Even ordinary sensitivity analysis (OSA), long available in the tabular simplex, has been only recently transferred to network simplex.This paper provides a single unified algorithm for all five network models. The proposed solution algorithm is a variant of the self-dual simplex with a warm start. This algorithm makes available the full power of LP perturbation analysis (PA) extended to handle optimal degeneracy. In contrast to OSA, the proposed PA provides ranges for which the current optimal strategy remains optimal, for simultaneous dependent or independent changes from the nominal values in costs, arc capacities, or suppliesJdemands. The proposed solution algorithm also facilitates incorporation of network structural changes and side constraints. It has the advantage of being computationally practical, easy for managers to understand and use, and provides useful PA information in all cases. Computer implementation issues are discussed and illustrative numerical examples are provided in the Appendix
Формат application.pdf
Издатель Gordon and Breach Science Publishers
Копирайт Copyright Taylor and Francis Group, LLC
Тема Linear network optimization
Тема Assignment problem
Тема Critical path
Тема Max flow
Тема Min flow
Тема Shortest path
Тема Transportation problem
Тема Perturbation analysis
Тема Sensitivity analysis
Тема Parametric sensitivity analysis
Тема Tolerance analysis
Тема The 100% rule
Тема Linear program
Тема Self-dual simplex
Тема More-for-less paradox
Тема Degeneracy
Тема Redundancy
Название A comprehensive simplex-like algorithm for network optimization and perturbation analysis
Тип research-article
DOI 10.1080/02331939508844049
Electronic ISSN 1029-4945
Print ISSN 0233-1934
Журнал Optimization
Том 32
Первая страница 211
Последняя страница 267
Аффилиация Arsham, H.; Information and Quantitatice Sciences, Uniuersity of Baltimore
Аффилиация Oblak, M.; Information and Quantitatice Sciences, Uniuersity of Baltimore
Выпуск 3
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