大规模全有界变量单关联线性规划的分解算法

A Decomposition Algorithm for the Large Scale Linear Programming with Bounded Varible

本文对大规模全有界变量单关联线性规划问题(Ⅰ)提出了一种适应算法,该算法仍具有一般单纯形法的特点,即每次迭代均是在极点之间进行,而且是有限步终止的,算法还具有容量小的特点,这对大规模线性规划问题是很重要的;另外,该算法过程简洁,易于实现。

In this paper, A new decomposition algorithm for the large scale linear programming is presented. The new algorithm has excellent properties, include few variables to be needed, terminates in finite steps and easy to program.