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Detecting Embedded Networks in LP Using GUB Structures and Independent Set Algorithms
Authors:Nalân Gülpinar  Gregory Gutin  Gautam Mitra  István Maros
Institution:(1) Department of Mathematical Sciences, Brunel University, UK;(2) Department of Computing, Imperial College, UK
Abstract:In this paper, we present an alternative multi-stage generalized upper bounds (GUB) based approach for detecting an embedded pure network structure in an LP problem. In order to identify a GUB structure, we use two different approaches; the first is based on the notion of Markowitz merit count and the second exploits independent sets in the corresponding graphs. Our computational experiments show that the multi-stage GUB algorithm based on these approaches performs favourably when compared with other well known algorithms.
Keywords:linear programming  generalized upper bounds  network programming  independent sets
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