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Solving General Capacity Problem by Relaxed Cutting Plane Approach

Author

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  • Soon-Yi Wu
  • Shu-Cherng Fang
  • Chih-Jen Lin

Abstract

This paper studies a class of infinite dimensional linear programming problems known as the general capacity problem. A relaxed cutting plane algorithm is proposed. A convergence proof together with some analysis of the results produced by the algorithm are given. A numerical example is also included to illustrate the computational procedure. Copyright Kluwer Academic Publishers 2001

Suggested Citation

  • Soon-Yi Wu & Shu-Cherng Fang & Chih-Jen Lin, 2001. "Solving General Capacity Problem by Relaxed Cutting Plane Approach," Annals of Operations Research, Springer, vol. 103(1), pages 193-211, March.
    • Handle: RePEc:spr:annopr:v:103:y:2001:i:1:p:193-211:10.1023/a:1012907206299
    DOI: 10.1023/A:1012907206299
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    Cited by:

    1. Florian Gunsilius, 2019. "A path-sampling method to partially identify causal effects in instrumental variable models," Papers 1910.09502, arXiv.org, revised Jun 2020.

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