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OR Practice—Large-Scale Nonlinear Network Models and Their Application

Ron S. Dembo, John M. Mulvey, Stavros A. Zenios

Operations Research · 1989 · Volume 37 · Issue 3

DOI: 10.1287/opre.37.3.353

Abstract

Nonlinear network applications arise in a variety of contexts: hydroelectric power system scheduling, financial planning, matrix estimation, air traffic control, and so on. This paper reviews applications of network optimization models with nonlinear objectives and, possibly, generalized arcs. Particular emphasis is placed on large-scale implementations. Specialized nonlinear network programming software is typically an order of magnitude faster than general purpose codes.

Keywords

finance: portfolio management, production/scheduling: applications, programming: large-scale network programming

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