Ehud Altman, Kenneth R. Brown, et al.
PRX Quantum
We describe an efficient implementation of a recent simplex-type algorithm for the exact solution of separated continuous linear programs, and compare it with linear programming approximation of these problems obtained via discretization of the time horizon. The implementation overcomes many numerical pitfalls often neglected in theoretical analysis allowing better accuracy or acceleration up to several orders of magnitude both versus previous implementation of the simplex-type algorithms and versus a state-of-the-art LP solver using discretization. Numerical study includes medium, large, and very large examples of scheduling problems and problems of control of fluid processing networks. We discuss online and offline optimization settings for various applications and outline future research directions.
Ehud Altman, Kenneth R. Brown, et al.
PRX Quantum
R.B. Morris, Y. Tsuji, et al.
International Journal for Numerical Methods in Engineering
Imran Nasim, Michael E. Henderson
Mathematics
Jianke Yang, Robin Walters, et al.
ICML 2023