On linear programs with random costs

The authors consider linear programs in which the objective function (cost) coefficients are independent non-negative random variables, and give upper bounds for the random minimum cost. One application shows that for quadractic assignment problems with such costs certain branch-and-bound algorithms...

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Bibliographic Details
Published inMathematical programming Vol. 35; no. 1; pp. 3 - 16
Main Authors DYER, M. E, FRIEZE, A. M, MCDIARMID, C. J. H
Format Journal Article
LanguageEnglish
Published Heidelberg Springer 01.05.1986
Subjects
Applied sciences
Exact sciences and technology
Mathematical programming
Operational research and scientific management
Operational research. Management science
Linear programming
Quadratic assignment
Branch and bound method
Algorithm
Mathematical programming
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Summary:The authors consider linear programs in which the objective function (cost) coefficients are independent non-negative random variables, and give upper bounds for the random minimum cost. One application shows that for quadractic assignment problems with such costs certain branch-and-bound algorithms usually take more than exponential time.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0025-5610
1436-4646
DOI:10.1007/BF01589437