线性规划分解筛选法的理论基础和要点

Theoretical Base and Essentials of a Decomposition Screening

提出了一种解一般线性规划（ＬＰ）问题的新方法——分解筛选法．它把一个ｎ维的ＬＰ问题分解为ｎ个一维的子ＬＰ问题；由此筛选出通过最优解角点的有效约束，并把它看作等价于一个等式约束．利用这一思路和特性，可大大简化整个求解步骤．

A new method for solving the general LP problem is presented, which is based upon decompostion of a n dimensional LP into n one dimensional subproblems, from this effective constraints may be screened out, which pass through the optimal corner of the solution. The effective constraints may be considered as equality constraints, so the whole solution procedure could be simplified largely. In this paper, the theoretic base and the essentials of the method are discussed in detail.