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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1981 Issue 12, Pages 94–102 (Mi at6069)

Developing Systems

A direct decomposition method for a linear programming problem. II

V. E. Krivtsov, A. V. Shibanov

Moscow

Abstract: Two iterative algorithms of piecewise-linear programming which are extensions of the algorithm from [1] are studied. The internal parameters of the algorithms are regarded as parameters of controlling the computation. One of the algorithms includes feedback whereby choice of control parameters is partially automated. Theorems on convergence in a finite number of steps are proved. Results of numerical experiments are discussed.

UDC: 519.82


Received: 07.08.1980


 English version:
Automation and Remote Control, 1981, 42:12, 1656–1663

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