The Dynamic Simplex-Method

Propoi, A.I. & Krivonozhko, V.E. (1977). The Dynamic Simplex-Method. IIASA Research Memorandum. IIASA, Laxenburg, Austria: RM-77-024

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In this paper a finite-step method for solving dynamic linear programming (DLP) problems is described. The method suggested is a natural and straightforward extension of one of the most effective static LP methods -- the simplex method -- for DLP. A new concept -- a set of local bases -- for each time step is introduced, thus enabling considerable reduction of the requirements to computer core memory and CPU time. In the proposed method the system of T local m x m bases is introduced and the basic simplex procedures (selection of vectors to be removed from and to be introduced into the basis, pricing procedure, transformation of bases) as applied to this system of T local bases are described. Evaluation of possibilities of the method and its connection with compact inverse LP method are discussed.

Item Type: Monograph (IIASA Research Memorandum)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:44
Last Modified: 27 Aug 2021 17:08

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