计算物理 ›› 1985, Vol. 2 ›› Issue (3): 353-367.

• 论文 • 上一篇    下一篇

大规模块下三角形约束线性规划问题的嵌套双分解算法的要点

孙永广, 郑彤   

  1. 清华大学核能技术研究所
  • 收稿日期:1984-11-20 出版日期:1985-09-25 发布日期:1985-09-25

NESTED DOUBLE DECOMPOSITION ALGORITHM FOR LARGE SCALE LINEAR PROGRAMMING PROBLEM WITH LOWER BLOCK TRIANGU LAR CONSTRAINTS

Shun Yun-guang, Zheng Toug   

  1. Institute of Nuclear Energy Technology Qinghua University
  • Received:1984-11-20 Online:1985-09-25 Published:1985-09-25

摘要: 本文首先以最简单的块下三角形约束线性规划问题为对象,介绍了笔者根据E.Nurmin ski提出的分解思想设计的基本双分解算法;然后以一般化的块下三角形约束线性规划问题为对象,讨论了笔者提出的嵌套双分解算法;最后简述了嵌套双分解算法在几种特殊类型块下三角形约束线性规划问题上的应用。

Abstract: A new linear programming decomposition algorithm, based upon the double decomposition, is developed. Firstly, teh basic double decomposition algorithm is introduced. Secondly, the basic idea of nested double decomncsition is discussed through the general triangular constrained linear programming problem. Thirdly, several available nested double decomposition algorithms are described. Finally, the application of the nested double decomposition algorithms are described. Finally, the application of the nested double decomposition algorithm to the structuref linear programming problems is briefly explaind and is shown that the algorithm presented here is effective on saving CPU time and memory.