Implementation of successive linear programming algorithms for non-convex goal programming
type: Item
instance of: scholarly article
title: Implementation of successive linear programming algorithms for non-convex goal programming
zbMATH Open document ID: 0628.90047
DOI: 10.1016/0305-0548(88)90027-5
author: Ronald D. Armstrong
author: A. Charnes
author: Cengiz Haksever
published in: Computers \& Operations Research
publication date: 1988-01-01T00:00:00Z
review text: Computer implementation of an effective approach for the solution of nonlinear, non-convex ratio goals problem is presented. The approach uses Charnes and Cooper's linearization method of solution of ratio goals problems with a sequence of perturbed linear programming (LP) problems. For efficient solution, it incorporates the Opposite Sign Algorithm and the Negative Image Method, both of which use the available information from the most recently solved problem. The efficiency of these algorithms against a new start each time a new LP problem is set up for solution has been confirmed with computational testing on randomly generated problems.
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 90C06
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 4023013
zbMATH Keywords: Computer implementation
zbMATH Keywords: nonlinear, non-convex ratio goals problem
zbMATH Keywords: Charnes and Cooper's linearization method
zbMATH Keywords: sequence of perturbed linear programming
zbMATH Keywords: Opposite Sign Algorithm
zbMATH Keywords: Negative Image Method
MaRDI profile type: Publication
full work available at URL: 0305-0548(88)90027-5
OpenAlex ID: W2082669651
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description: scientific article; zbMATH DE number 4023013