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: | McKinnon Ken, Steiner Erich |
Keywords: | programming: nonlinear |
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.