CONVERGENCE OF COLUMN GENERATION FOR SEMI-INFINITE PROGRAMS IN THE PRESENCE OF EQUALITY CONSTRAINTS
1975) CONVERGENCE OF COLUMN GENERATION FOR SEMI-INFINITE PROGRAMS IN THE PRESENCE OF EQUALITY CONSTRAINTS . Technical Report CS75002-R, Computer Science, Virginia Tech. (
A convergence theorem is presented for the standard column generation algorithm which embodies GLM. The primary extension of earlier published theorems is the allowance of equality constraints. A related stability theorem is introduced to demonstrate robustness.
|Item Type:||Departmental Technical Report|
|Keywords:||Optimization, Lagrange multipliers, Mathematical Programming, Resource allocation|
|Subjects:||Computer Science > Historical Collection(Till Dec 2001)|
|Deposited By:||Administrator, Eprints|
|Deposited On:||20 April 2006|