L
sung einer linearen optimierungsaufgabe mit umrandungsstruktur durch doppelte dekomposition
Author:
Bernd Luderber a
| Affiliation: | a Sektion Mathematik, Technische Hochschule Karl-Marx-Stadt, Karl-Marx-Stadt |
DOI:
10.1080/02331887308801126
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
For a linear programming problem with special structure in the restrictions, a so-called doubly coupled program, a solution method is given. It consists in reducing the given problem by DANTZIG-WOLFE decomposition. The dual problem to the submicted satellit program is solved by ABADIE. WILLIAMS decomposition. Special statements are made for unboundedness of the objective function of the satellit program and for computing the optimal solution of the dual problem. The paper is concluded by an example.
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