An asymptotic simplex method for parametric linear programming

J. A. Filar, K. E. Avrachenkov, E. Altman

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We study singularly perturbed linear programs. These are parametric linear programs whose constraints become linearly dependent when the perturbation parameter goes to zero. Problems like that were studied by Jeroslow (1973). He proposed simplex-like method, which works over the field of rational functions. Here we develop an alternative asymptotic simplex method based on Laurent series expansions. This approach appears to be more computationally efficient. In addition, we point out several possible generalizations of our method and provide new simple updating formulae for the perturbed solution.

Original languageEnglish
Title of host publicationIDC 1999 - 1999 Information, Decision and Control, Data and Information Fusion Symposium, Signal Processing and Communications Symposium and Decision and Control Symposium
Subtitle of host publicationProceedings
PublisherInstitute of Electrical and Electronics Engineers
Pages427-432
Number of pages6
ISBN (Electronic)0780352564, 9780780352568
DOIs
Publication statusPublished - 1999
Externally publishedYes
Event1999 Information, Decision and Control, IDC 1999 - Adelaide, Australia
Duration: 8 Feb 199910 Feb 1999

Publication series

NameIDC 1999 - 1999 Information, Decision and Control, Data and Information Fusion Symposium, Signal Processing and Communications Symposium and Decision and Control Symposium: Proceedings

Conference

Conference1999 Information, Decision and Control, IDC 1999
Country/TerritoryAustralia
CityAdelaide
Period8/02/9910/02/99

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