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Solving linear programs with multiple right-hand sides: Pricing and ordering schemes

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Abstract

This paper discusses the use of different pricing and ordering schemes when solving many linear programs that differ only in the right-hand sides. This is done in a setting of what has become known as bunching or trickling down. The idea is to collect (bunch) all right-hand sides that have the same optimal basis, and to organize the search for these bases efficiently. We demonstrate that the choice of pricing rule is indeed very important, but we were not able to make conclusions regarding ordering schemes. Numerical results are given.

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Authors and Affiliations

  1. School of Business Administration, Dalhousie University, B3H 1Z5, Halifax, Nova Scotia, Canada

    Horand I. Gassmann

  2. Department of Managerial Economics and Operations Research, Norwegian University of Science and Technology, N-7034, Trondheim, Norway

    Stein W. Wallace

Authors
  1. Horand I. Gassmann
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  2. Stein W. Wallace
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Gassmann, H.I., Wallace, S.W. Solving linear programs with multiple right-hand sides: Pricing and ordering schemes. Ann Oper Res 64, 237–259 (1996). https://doi.org/10.1007/BF02187648

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