| Abstract: | In this article we report on numerical experiments conducted to assess the performance of c-programming algorithms for generalized linear programming problems involving the maximization of composite-convex objective functions. The results indicate that the standard parametric sensitivity analysis techniques of the simplex method can play a central role in such algorithms. We also comment on issues concerning the use of commercial LP packages to solve problems of this type. © 1996 John Wiley & Sons, Inc. |
