Solving production smoothing problems with a nonlinear candidate constraint method

The authors solve multiperiod nonlinear production smoothing problems by combining the convex simplex method due to Zangwill and the candidate constraint method of Sethi and Thompson. They show that, for the solved problems of size up to 120 constraints and 84 variables, computational savings of 50 percent to 60 percent over the convex simplex method can be realized by combining it with the candidate constraint method. The saving is mainly due to the reduction in the effective size of the problem and in the number of iterations performed. The method is also shown to be applicable to a wide range of problems besides production smoothing.