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Iterative techniques in optimization I. Dynamic programming and quasilinearization

✍ Scribed by E. Stanley Lee


Publisher
American Institute of Chemical Engineers
Year
1968
Tongue
English
Weight
882 KB
Volume
14
Category
Article
ISSN
0001-1541

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We extend the algorithm of Galil and Giancarlo, which speeds up dynamic programming in the case of concave cost functions, such that a compact representation of all optimal solutions is computed. Compared to the Galil᎐Giancarlo algorithm our time bound grows only by a small constant factor. With a c