Computer Science Technical Reports
CS at VT

CONVERGENCE OF COLUMN GENERATION FOR SEMI-INFINITE PROGRAMS IN THE PRESENCE OF EQUALITY CONSTRAINTS

Greenberg, Harvey J. (1975) CONVERGENCE OF COLUMN GENERATION FOR SEMI-INFINITE PROGRAMS IN THE PRESENCE OF EQUALITY CONSTRAINTS . Technical Report CS75002-R, Computer Science, Virginia Tech.

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Abstract

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)
ID Code:787
Deposited By:Administrator, Eprints
Deposited On:20 April 2006