面向列线性规划的一参数分析

IF 3.7 4区管理学 Q2 OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Operations Research Perspectives Pub Date : 2023-01-01 DOI:10.1016/j.orp.2023.100278

Torbjörn Larsson, Nils-Hassan Quttineh

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引用次数: 0

摘要

考虑了一个允许列生成且目标函数中只有一个参数的线性优化问题。我们对标准的线性规划列生成方案进行了扩展和改进，对参数的所有值都有效地解决了这一问题。作为一个潜在的应用，我们考虑了双目标离散优化，并描述了如何使用单参数列生成方案来形成这种问题的Pareto边界的外逼近。

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One-parametric analysis of column-oriented linear programs

A linear optimization problem which is amenable to column generation and contains a single parameter in the objective function is considered. We extend and adapt the standard linear programming column generation scheme to effectively and efficiently solve this problem for all values of the parameter. As a potential application we consider bi-objective discrete optimization and describe how the one-parametric column generation scheme can be used to form an outer approximation of the Pareto frontier for such a problem.

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来源期刊

Operations Research Perspectives Mathematics-Statistics and Probability

CiteScore

6.40

自引率

0.00%

发文量

审稿时长

27 days