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Bounds on the Effect of Aggregating Variables in Linear Programs

Bounds on the Effect of Aggregating Variables in Linear Programs This paper explores the effects of aggregating variables in large linear programs. We define a reasonable criterion for the resulting loss in accuracy, and derive bounds on this quantity. A posteriori bounds may be calculated after solving the aggregated problem, and a priori bounds before. Also, we show that standard iterative methods can be used to improve the accuracy of a given aggregated problem. A numerical example illustrates the results. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Operations Research INFORMS

Bounds on the Effect of Aggregating Variables in Linear Programs

Operations Research , Volume 28 (2): 16 – Apr 1, 1980
16 pages

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References (15)

Publisher
INFORMS
Copyright
Copyright © INFORMS
Subject
Research Article
ISSN
0030-364X
eISSN
1526-5463
DOI
10.1287/opre.28.2.403
Publisher site
See Article on Publisher Site

Abstract

This paper explores the effects of aggregating variables in large linear programs. We define a reasonable criterion for the resulting loss in accuracy, and derive bounds on this quantity. A posteriori bounds may be calculated after solving the aggregated problem, and a priori bounds before. Also, we show that standard iterative methods can be used to improve the accuracy of a given aggregated problem. A numerical example illustrates the results.

Journal

Operations ResearchINFORMS

Published: Apr 1, 1980

There are no references for this article.