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Implicit representation of generalized variable upper bounds in linear programming

Mathematical ProgrammingPublished 1 December 1978
Linus Schrage
Citations42
SJR quartileQ1
SJR score1.73
SNIP2.20

TL;DR

A class of constraints called generalized VUB [GVUB] is introduced which includes GUB and VUB as special cases and is a method for representing GVUB constraints implicitly within the mechanics of the simplex method.

Abstract

In certain linear programs, especially those derived from integer programs, large numbers of constraints may have very simple form. Examples are:x ij ≤ 1 (simple upper bounds [SUB]),Σ i x ij = 1 (generalized upper bounds [GUB]) andx ij ≤ y i (variable upper bounds [VUB]). A class of constraints called generalized VUB [GVUB] is introduced which includes GUB and VUB as special cases. Also introduced is a method for representing GVUB constraints implicitly within the mechanics of the simplex method.

Keywords

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