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Time-staged linear programs

Technical Report ·
OSTI ID:6152160

The paper outlines some procuedures for solving time-staged (staircase) linear programs. Two approaches are discussed: the first based on modifying the block structure of the basis so that there are square non-singular sub-blocks along the diagonal; and the second based on the nested decomposition principle except applied to the dual system instead of the primal as proposed by Glassey and by Manne and Ho.

Research Organization:
Stanford Univ., CA (USA). Systems Optimization Lab.
DOE Contract Number:
AT03-76EI70052
OSTI ID:
6152160
Report Number(s):
DOE/EI/70052-T4; ON: DE83009921
Country of Publication:
United States
Language:
English

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