부분문제가 같은 블록대각형 선형계획문제의 효율적인 방볍

An Efficient Algorithm for a Block Angular Linear Program with the Same Blocks

This objective of this paper is to develop an efficient method with small memory requirement for a feed-mixing problem on a micro computer. First this method uses the decomposition principle to reduce the memory requirement. Next, the decomposition principle is modified to fit the problem. Further four different variations in solving subproblems are designed in order to improve efficiency of the principle. According to the test with respect to the processing time, the best variation is such that the dual simplex method is used, and the optimal basis of a previous subproblem is used as an initial basis, and the master problem is (M +1) dimensional. In general, the convergence of solution becomes slower near the optimal value. This paper introduces a termination criterion for a sufficiently good solution. According to the test, 5%-tolerence is acceptable with respect to the relation between the processing time and optimal value.