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Type: Artigo de periódico
Title: Optimization With Staircase Structure: An Application To Generation Scheduling
Author: Friedlander A.
Lyra C.
Tavares H.
Medina E.L.
Abstract: This paper is concerned with the optimization of large mathematical programming problems with dynamic constraints. These problems lead to constraint matrices with staircase structure. A method for updating the LU factorization of staircase matrices based on the classic work of Bartels and Golub is proposed. Linear and nonlinear problems are discussed. A compromise between structure preservation and numerical stability is searched throughout the updating process. © 1990.
Rights: fechado
Identifier DOI: 10.1016/0305-0548(90)90038-9
Date Issue: 1990
Appears in Collections:Unicamp - Artigos e Outros Documentos

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