An Extension of Generalized Upper Bounding Techniques for Structured Linear Programs

  title={An Extension of Generalized Upper Bounding Techniques for Structured Linear Programs},
  author={M. Sakarovitch and Romesh Saigal},
  journal={Siam Journal on Applied Mathematics},
An algorithm is developed for solving a special structured linear program. The particular structure studied has a large number of blocks coupled together by relatively few connecting equations. The method proposed is an extension of [2] and, from the basis, defines a working basis which is much smaller in size than the original. Two methods of updating the working basis are proposed. 

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