THE CONVEX SIMPLEX METHOD

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Publicado en:Management Science (pre-1986) vol. 14, no. 3 (Nov 1967), p. 221-238
Autor principal: Zangwill, Willard I
Publicado:
Institute for Operations Research and the Management Sciences
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Acceso en línea:Citation/Abstract
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100 1 |a Zangwill, Willard I 
245 1 |a THE CONVEX SIMPLEX METHOD 
260 |b Institute for Operations Research and the Management Sciences  |c Nov 1967 
513 |a statistics 
520 3 |a This paper presents a method, called the convex simplex method, for minimizing a convex objective function subject to linear inequality constraints. The method is a true generalization of Dantzig's linear simplex method both in spirit and in the fact that the same tableau and variable selection techniques are used. With a linear objective function the convex simplex method reduces to the linear simplex method. Moreover, the convex simplex method actually behaves like the linear simplex method whenever it encounters a linear portion of a convex objective function. Many of the sophisticated techniques designed to enhance the efficiency of the linear simplex method are applicable to the convex simplex method. In particular, as an example, a network transportation problem with a convex objective function is solved by using the standard transportation tableau and by only slightly modifying the usual procedure for a linear objective function. 
653 |a Management science 
653 |a Costs 
653 |a Mathematical programming 
653 |a Variables 
653 |a Linear programming 
653 |a Methods 
653 |a Algorithms 
653 |a Simplex method 
773 0 |t Management Science (pre-1986)  |g vol. 14, no. 3 (Nov 1967), p. 221-238 
786 0 |d ProQuest  |t ABI/INFORM Global 
856 4 1 |3 Citation/Abstract  |u https://www.proquest.com/docview/205850595/abstract/embedded/7BTGNMKEMPT1V9Z2?source=fedsrch 
856 4 0 |3 Full Text - PDF  |u https://www.proquest.com/docview/205850595/fulltextPDF/embedded/7BTGNMKEMPT1V9Z2?source=fedsrch