COMPACT BASIS TRIANGULARIZATION FOR THE BLOCK ANGULAR STRUCTURES

摘要

Dantzig has shown in [1] how a triangularized substitute inverse could be used in a staircase structured linear pro¬gram. The present note is motivated by the same approach but applied to block angular structures. Block angular structures have special properties which can effectively be used to update the triangularized substitute inverse and the compact E-structure. The method of updating con¬sists of performing a cyclic permution and a set of elementary operations on both the present T and the E-structure to obtain the new T and new E-structure. This paper presents the special properties and the method of updating.