Abstract
A method is developed for implicitly representing constraints of the form x≤y in linear programs when the variable y may appear in any number of such constraints. Variable x is said to have a variable upper bound (VUB). VUB constraints are common in a number of LP formulations, especially those derived from tightly formulated fixed charge integer programs. For certain of these problems the major portion of the constraints are of the VUB type. Computational experience with the method applied to problems in linear regression, plant location, and production scheduling is presented.
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© 1975 The Mathematical Programming Society
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Schrage, L. (1975). Implicit representation of variable upper bounds in linear programming. In: Balinski, M.L., Hellerman, E. (eds) Computational Practice in Mathematical Programming. Mathematical Programming Studies, vol 4. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0120715
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DOI: https://doi.org/10.1007/BFb0120715
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