Search Results - subject:"Simplex method"

Strategic business decisions : a quantitative approach

Srinivasan, R. - 2014

This book presents the essential concepts of operations research and engineering management in a structured manner. Starting with the basic functions of management - planning, organizing, leading and controlling - it introduces the reader to the process of strategic decision-making, covering the...

Persistent link: https://www.econbiz.de/10011650490

Strategic Business Decisions : A Quantitative Approach

Srinivasan, R. - 2014

Persistent link: https://www.econbiz.de/10013523120

Resolución del método del simplex por máxima entropía

Mora Garcés, Manuel; Sánchez Moreno, Ricardo; … - In: Entelequia. Revista Interdisciplinar (2007) 5, pp. 101-110

The connexion between statistical mechanics basis of Gibbs and Shannon's information theory allows the application of Gibbs's formulas to the resolution of Simplex's problem by Shannon's Maximum Entropy Principle. The method, based in the minimal information that the objective of Simplex, in his...

Persistent link: https://www.econbiz.de/10005532964

Parallel distributed-memory simplex for large-scale stochastic LP problems

Lubin, Miles; Hall, J.; Petra, Cosmin; Anitescu, Mihai - In: Computational Optimization and Applications 55 (2013) 3, pp. 571-596

We present a parallelization of the revised simplex method for large extensive forms of two-stage stochastic linear … programming (LP) problems. These problems have been considered too large to solve with the simplex method; instead, decomposition … inside the linear algebra of the revised simplex method in a manner suitable for high-performance distributed-memory clusters …

Persistent link: https://www.econbiz.de/10010896547

Recent progress on the combinatorial diameter of polytopes and simplicial complexes

Santos, Francisco - In: TOP: An Official Journal of the Spanish Society of … 21 (2013) 3, pp. 426-460

The Hirsch Conjecture, posed in 1957, stated that the graph of a d-dimensional polytope or polyhedron with n facets cannot have diameter greater than n−d. The conjecture itself has been disproved, but what we know about the underlying question is quite scarce. Most notably, no polynomial upper...

Persistent link: https://www.econbiz.de/10010995315

Implementing the simplex method as a cutting-plane method, with a view to regularization

Fábián, Csaba; Papp, Olga; Eretnek, Krisztián - In: Computational Optimization and Applications 56 (2013) 2, pp. 343-368

We show that the simplex method can be interpreted as a cutting-plane method, assuming that a special pricing rule is …

Persistent link: https://www.econbiz.de/10010998256

AN UPPER BOUND FOR THE NUMBER OF DIFFERENT SOLUTIONS GENERATED BY THE PRIMAL SIMPLEX METHOD WITH ANY SELECTION RULE OF ENTERING VARIABLES

KITAHARA, TOMONARI; MIZUNO, SHINJI - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 03, pp. 1340012-1

simplex method with Dantzig's (the most negative) pivoting rule. In this paper, we obtain an upper bound with any pivoting … linear programming problem with a totally unimodular matrix. We also obtain a similar upper bound for the dual simplex method. …

Persistent link: https://www.econbiz.de/10010671610

Recent progress on the cominatorial diameter of polytopes and simplicial complexes

Santos, Francisco - In: Top : transactions in operations research 21 (2013) 3, pp. 426-460

Persistent link: https://www.econbiz.de/10010194389

Survey of multi-objective portfolio optimization by linear and mixed integer programming

Sawik, Bartosz - In: Applications of management science., (pp. 55-79). 2013

This chapter presents the survey of selected linear and mixed integer programming multi-objective portfolio optimization. The definitions of selected percentile risk measures are presented. Some contrasts and similarities of the different types of portfolio formulations are drawn out. The survey...

Persistent link: https://www.econbiz.de/10015370881

Linear parametric sensitivity analysis of the constraint coefficient matrix in linear programs

Zuidwijk, Rob (contributor) - 2005

Persistent link: https://www.econbiz.de/10003153257