Automatic factorization of generalized upper bounds in large scale optimization models

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Last edited by mheiman
October 22, 2021 | History

Automatic factorization of generalized upper bounds in large scale optimization models

To solve contemporary large scale linear, integer and mixed integer programming problems, it is often necessary to exploit intrinsic special structure in the model at hand. One commonly used technique is to identify and then to exploit in a basis factorization algorithm a generalized upper bound (GUB) structure. This report compares several existing methods for identifying GUB structure. Computer programs have been written to permit comparison of computational efficiency. The GUB programs have been incorporated in an existing optimization system of advanced design and have been tested on a variety of large scale real life optimization problems. The identification of GUB sets of maximum size is shown to be among the class of NP-complete problems; these problems are widely conjectured to be intractable in that no polynomial-time algorithm has been demonstrated for solving them. All the methods discussed in this report are polynomial-time heuristic algorithms that attempt to find, but do not guarantee, GUB sets of maximum size. Bounds for the maximum size of GUB sets are developed, in order to evaluate the effectiveness of the heuristic algorithms. (Author)

Publish Date
Language
English
Pages
49

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Book Details


Edition Notes

Title from cover.

"January 1980."

"NPS-55-80-003."

Includes bibliographic references (p. 47-48)

"Approved for public release; distribution is unlimited."

Technical report; 1980.

Published in
Monterey, CA

The Physical Object

Pagination
49 p. :
Number of pages
49

Edition Identifiers

Open Library
OL25515733M
Internet Archive
automaticfactori00brow
OCLC/WorldCat
81456347

Work Identifiers

Work ID
OL16894954W

Source records

Internet Archive item record

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October 22, 2021 Edited by mheiman merge authors
July 27, 2014 Created by ImportBot import new book