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Implicit representation of generalized variable upper bounds using the elimination form of the inverse on secondary storage

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Abstract

A constraint of a linear program is called a generalized variable upper bound (GVUB) constraint, if the right-hand is nonnegative and each variable with a positive coefficient in the constraint does not have a nonzero coefficient in any other GVUB constraint. Schrage has shown how to handle GVUB constraints implicitly in the simplex-method. It is demonstrated in this paper that the Forrest-Tomlin data structure may be used for the inverse of the working basis, and it is discussed how to update this representation from iteration to iteration.

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References

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Authors and Affiliations

  1. RWTH Aachen, West Germany

    Michael Bastian

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  1. Michael Bastian
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Bastian, M. Implicit representation of generalized variable upper bounds using the elimination form of the inverse on secondary storage. Mathematical Programming 30, 357–361 (1984). https://doi.org/10.1007/BF02591939

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  • DOI: https://doi.org/10.1007/BF02591939

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