CHINESE JOURNAL OF COMPUTATIONAL PHYSICS ›› 1985, Vol. 2 ›› Issue (3): 353-367.

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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

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.