ISSN:
1436-4646
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract This nested decomposition algorithm is intended for solving linear programs with the staircase structure that is characteristic of dynamic multi-sector models for economic development. Staircase problems represent a special case of the discrete-time optimal control problem. Our method is based upon the same principles as that of Glassey [5], but appears easier to describe and to relate to control theory. Computational experience is reported for a series of test problems. The algorithm has been coded in MPL, an experimental language for mathematical programming. This translator has made it possible to obtain a more readable program — and with fewer instructions — than one written in a conventional language. However, because the present version of MPL does not permit the use of slow access memory, this has prevented us from exploring the full potential of nested decomposition for solving larger problems than can be handled by conventional simplex techniques.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01580231
