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Technical Note—Dynamic Generalized Upper Bounding

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  • Richard D. McBride

    (University of Southern California, Los Angeles, California)

Abstract

We develop a factored basis inverse for linear programming problems with generalized upper bound (GUB) constraints. The method allows both +1's and −1's in inequality GUB constraints. We then present a dynamic factorization GUB algorithm that seeks to reduce the size of the working inverse. Finally, a comparison of algorithms used to locate GUB structures is mentioned.

Suggested Citation

  • Richard D. McBride, 1978. "Technical Note—Dynamic Generalized Upper Bounding," Operations Research, INFORMS, vol. 26(2), pages 365-369, April.
    • Handle: RePEc:inm:oropre:v:26:y:1978:i:2:p:365-369
    DOI: 10.1287/opre.26.2.365
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