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A Modified Linear Program for Columnar Methods in Mathematical Programming

Author

Listed:
  • G. L. Nemhauser

    (Cornell University, Ithaca, New York)

  • W. B. Widhelm

    (University of Maryland, College Park, Maryland)

Abstract

This paper develops a modified linear programming algorithm for columnar methods in mathematical programming that is applicable to the decomposition principle of linear programming, to concave maximization problems over compact and convex sets, and to searching generalized Lagrange multipliers. It derives the linear program from linear inequalities in the multiplier space and compares it with the well-known linear program of Dantzig and Wolfe for solving such problems.

Suggested Citation

  • G. L. Nemhauser & W. B. Widhelm, 1971. "A Modified Linear Program for Columnar Methods in Mathematical Programming," Operations Research, INFORMS, vol. 19(4), pages 1051-1060, August.
    • Handle: RePEc:inm:oropre:v:19:y:1971:i:4:p:1051-1060
    DOI: 10.1287/opre.19.4.1051
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    Cited by:

    1. Lee, L. H. & Chew, E. P. & Ng, T. S., 2005. "Production planning with approved vendor matrices for a hard-disk drive manufacturer," European Journal of Operational Research, Elsevier, vol. 162(2), pages 310-324, April.
    2. Rahmaniani, Ragheb & Crainic, Teodor Gabriel & Gendreau, Michel & Rei, Walter, 2017. "The Benders decomposition algorithm: A literature review," European Journal of Operational Research, Elsevier, vol. 259(3), pages 801-817.
    3. Adam Ouorou, 2006. "Robust Capacity Assignment in Telecommunications," Computational Management Science, Springer, vol. 3(4), pages 285-305, September.

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