THE CONVEX SIMPLEX METHOD

محفوظ في:
التفاصيل البيبلوغرافية
الحاوية / القاعدة:Management Science (pre-1986) vol. 14, no. 3 (Nov 1967), p. 221-238
المؤلف الرئيسي: Zangwill, Willard I
منشور في:
Institute for Operations Research and the Management Sciences
الموضوعات:
الوصول للمادة أونلاين:Citation/Abstract
Full Text - PDF
الوسوم: إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
الوصف
مستخلص: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.
تدمد:0025-1909
1526-5501
المصدر:ABI/INFORM Global