Implementation of successive linear programming algorithms for non-convex goal programming
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.
nonlinear, non-convex ratio goals problem
Charnes and Cooper's linearization method
sequence of perturbed linear programming
scientific article; zbMATH DE number 4023013