Revised SCLP-simplex Algorithm with Application to Large-Scale Fluid Processing Networks

Autor:	Shindin, Evgeny, Masin, Michael, Weiss, Gideon, Zadorojniy, Alexander
Rok vydání:	2021
Předmět:	Mathematics - Optimization and Control
Druh dokumentu:	Working Paper
Popis:	We describe an efficient implementation of a recent simplex-type algorithm for the exact solution of separated continuous linear programs, and compare it with linear programming approximation of these problems obtained via discretization of the time horizon. The implementation overcomes many numerical pitfalls often neglected in theoretical analysis allowing better accuracy or acceleration up to several orders of magnitude both versus previous implementation of the simplex-type algorithms and versus a state-of-the-art LP solver using discretization. Numerical study includes medium, large, and very large examples of scheduling problems and problems of control of fluid processing networks. We discuss online and offline optimization settings for various applications and outline future research directions. Comment: Accepted at IEEE CDC 2021 conference
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2103.04405 Zobrazit plný text záznamu View this record from Arxiv