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Article #450

linear programming HELP REQUIRED!

#450
From: Stephen Hill
Date: Tue, 18 Aug 1992 07:47
32 lines
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Currently I am working on the Vehicle Routing Problem under
Capacity constraints. I am using a cutting planes technique
to get lower bounds which are then incorporated
in a branch and bound technique. I have programmed
the dual and revised simplex with upper bounds, using an LU
decomposition to solve equations involving the basis, and these both
work for problems with around 450 variables and 50 constraints.

With larger problems I encounter numerical instability and cannot
get a solution.

I am looking for ways to get rid of this problem. Alternatively I am
willing to purchase a linear programming package, either commercial
or otherwise (to run on a Sun SPARC station 2) or working source code
which I can incorporate into my own code. 

I hope that someone out there can provide me with references, advice or
code. Thanks in advance. 

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                 Stephen Hill- shillsp@euler.cs.curtin.edu.au                  

                 Curtin University, Perth, Western Australia                  
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                 Stephen Hill- shillsp@euler.cs.curtin.edu.au                  
                                                                                
                 Elvis: Too young to die, too fat to live!                     
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Newsgroups: sci.math.num-analysis
Path: arc1-ca.pugleaf.net!sparky!uunet!munnari.oz.au!uniwa!cujo!leonardo!shillsp
From: shillsp@leonardo.cs.curtin.edu.au (Stephen Hill)
Subject: linear programming HELP REQUIRED!
Message-ID: <shillsp.714124028@marsh>
Keywords: linear programming
Sender: news@cujo.curtin.edu.au (News Manager)
Organization: Curtin University of Technology
Date: Tue, 18 Aug 1992 07:47:08 GMT
Lines: 32