Robust preliminary analysis of large-scale linear model for optimal industrial investments
From MaRDI portal
Publication:2271503
DOI10.1016/j.jfranklin.2007.08.001zbMath1167.93307OpenAlexW2062157707MaRDI QIDQ2271503
Gutman, Per-Olof, Ioslovich, Ilya
Publication date: 7 August 2009
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2007.08.001
redundancyinvestmentslarge-scale linear programmingindustrial planningevaluation of dual variablesrobust reduction
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Redundancy in mathematical programming. A state-of-the-art survey
- On the generalized Wolf problem: preprocessing of nonnegative large-scale linear programming problems with group constraints
- Preprocessing for quadratic programming
- Robust Reduction of a Class of Large-Scale Linear Programs
- Analysis of mathematical programming problems prior to applying the simplex algorithm
- User'S guide To Lipsol linear-programming interior point solvers V0.4
This page was built for publication: Robust preliminary analysis of large-scale linear model for optimal industrial investments