Abstract
An improved procedure for implementing pivoting, based upon ideas from generalised upper bounds, is suggested for Schrage's generalised variable upper bounds.
References
L.S. Lasdon,Optimisation theory for large systems (MacMillan, New York, 1970).
L. Schrage, “Implicit representation of generalised variable upper bounds in linear programming”,Mathematical Programming 14 (1978) 11–20.
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Daniel, R.C. A note on Schrage's generalised variable upper bounds. Mathematical Programming 15, 349–351 (1978). https://doi.org/10.1007/BF01609039
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DOI: https://doi.org/10.1007/BF01609039