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