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|Type:||Artigo de periódico|
|Title:||Optimization With Staircase Structure: An Application To Generation Scheduling|
|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.|
|Appears in Collections:||Unicamp - Artigos e Outros Documentos|
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