Richard M. Van Slyke

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This paper gives an algorithm for L-shaped linear programs which arise naturally in optimal control problems with state constraints and stochastic linear programs (which can be represented in this form with an infinite number of linear constraints). The first section describes a cutting hyperplane algorithm which is shown to be equivalent to a partial(More)
We present a simple, scaleable, distributed simplex implementation for large linear programs. It is designed for coarse-grained computation, particularly, readily available networks of workstations. Scalability is achieved by using the standard form of the simplex rather than the revised method. Virtually all serious implementations are based on the revised(More)
Major design probZems for centraZized computer networks are link Zayout and capacity assignment. The objective is to seZect link Zocations and capacities so that the average time deZay required to transmit a message from any node to the centraZ node does not exceed a specified maximum. The design probtem is to find the Zeast cost system which satisfies the(More)
A variant of the revised simplex method is given for solving linear programs with 5 I + L equations, L of which have the property that each variable has at most one nonzero coefficient in them. Special cases include transportation problems, programs with upper bounded variables, assignment and weighted distribution problems. The algorithm described uses a(More)
This paper uses probability models on expansive wavelet transform coefficients with interpolation constraints to estimate missing blocks in images. We use simple probability models on wavelet coefficients to formulate the estimation process as a linear programming problem and solve it to recover the missing pixels. Our formulation is general and can be(More)