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Postoptimal Analysis in Nonserial Dynamic Programming

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Modelling, Computation and Optimization in Information Systems and Management Sciences (MCO 2008)

Part of the book series: Communications in Computer and Information Science ((CCIS,volume 14))

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Abstract

Usually, discrete optimization problems (DOPs) from applications have a special structure, and the matrices of constraints for large-scale problems have a lot of zero elements (sparse matrices). One of the promising ways to exploit sparsity in the interaction graph of the DOP is nonserial dynamic programming (NSDP), which allows to compute a solution in stages such that each of them uses results from previous stages. The drawback of NSDP methods consists on exponential time and space complexity that is exponential in the induced width of the DOP’s interaction graph. This causes an expediency and an urgency of development of tools that could help to cope with this difficulty. In this paper is shown that NSDP algorithm generates a family of related DOPs that differ from each other in their right-hand sides. For solving this family of related problems postoptimal and sensitivity analysis methods are proposed.

Research supported by FWF (Austrian Science Funds) under the project P17948-N13.

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Author information

Authors and Affiliations

  1. Fakultät für Mathematik, University of Vienna, Nordbergstrasse 15, A-1090, Vienna, Austria

    Oleg Shcherbina

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  1. Oleg Shcherbina
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Editor information

Editors and Affiliations

  1. Laboratory of Theoretical and Applied Computer Science, UFR MIM,, Paul Verlaine University of Metz, Metz, France

    Hoai An Le Thi

  2. Faculty of Sciences, Technology and Communications, University of Luxembourg, Luxembourg

    Pascal Bouvry

  3. Laboratory of Mathematics, National Institute for Applied Sciences, Rouen Mont, Saint Aignan, France

    Tao Pham Dinh

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Shcherbina, O. (2008). Postoptimal Analysis in Nonserial Dynamic Programming. In: Le Thi, H.A., Bouvry, P., Pham Dinh, T. (eds) Modelling, Computation and Optimization in Information Systems and Management Sciences. MCO 2008. Communications in Computer and Information Science, vol 14. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-87477-5_34

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  • DOI: https://doi.org/10.1007/978-3-540-87477-5_34

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-87476-8

  • Online ISBN: 978-3-540-87477-5

  • eBook Packages: Computer ScienceComputer Science (R0)

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