Dynamic programming using the Fritz–John conditions

Dynamic programming using the Fritz–John conditions

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Article ID: iaor20011013
Country: Netherlands
Volume: 123
Issue: 1
Start Page Number: 145
End Page Number: 153
Publication Date: May 2000
Journal: European Journal of Operational Research
Authors: ,
Keywords: programming: nonlinear
Abstract:

This paper presents a new method for action elimination in deterministic dynamic programming problems. It uses the Fritz–John conditions. When this action elimination is applied, the complexity of dynamic programming in many examples is reduced by at least one order of magnitude. Gaslift problems in oil production optimization are an example for a class of problems which can be solved using this new method.

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