Dynamic factorization in large-scale optimization
By: Gerald G. Brown, Michael P. Olson
Contributors: Olson, Michael P.; Naval Postgraduate School (U.S.). Dept. of Operations Research
Publisher: Naval Postgraduate School; Available from National Technical Information Service
Published: 1993
Place of publication: Monterey, Calif; Springfield, Va
Language: eng
Number of pages: 36
Subjects: LINEAR PROGRAMMING; OPTIMIZATION; FACTOR ANALYSIS
Other titles: NPS-OR-93-008.
Description: Factorization of linear programming (LP) models enables a large portion of the LP tableau      to be represented implicitly and generated from the remaining explicit part. Dynamic      factorization admits algebraic elements which change in dimension during the course of      solution. A unifying mathematical framework for dynamic row factorization is presented with      three algorithms which derive from different LP model row structures: generalized upper      bound rows, pure network rows, and generalized network rows. Each of these structures is      a generalization of its predecessors, and each corresponding algorithm exhibits just enough      additional richness to accommodate the structure at hand within the unified framework.      Implementation and computational results are presented for a variety of real-world models.      These results suggest that each of these algorithms is superior to the traditional,      non-factorized approach, with the degree of improvement depending upon the size and      quality of the row factorization identified.
Notes: Cover title.

"NPS-OR-93-008."

"March 15, 1990."

"(Revised March 12, 1993)."

AD A263 993.

Includes bibliographical references (p. 33-36).

aq/aq cc:9116 03/27/97.