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Результаты Экспериментального Сравнения Метода Уровней И Принципа Разложения Данцига-Вульфа

Author

Listed:
  • Малков У.Х.
  • Гольштейн Е.Г.
  • Соколов Н.А.

Abstract

Проведено сравнение вычислительной эффективности метода уровней и симплекс-метода. Показано, что метод уровней существенно (до двух порядков) выигрывает у симплекс-метода при решении многопродуктовой транспортной задачи. Метод уровней оказался также эффективней принципа разложения Данцига-Вульфа. Используя метод уровней и принцип разложения, удалось решить сверхбольшие задачи линейного программирования (~100000 ограничений) блочной структуры.

Suggested Citation

  • Малков У.Х. & Гольштейн Е.Г. & Соколов Н.А., 2003. "Результаты Экспериментального Сравнения Метода Уровней И Принципа Разложения Данцига-Вульфа," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 39(2), апрель.
    • Handle: RePEc:scn:cememm:39-2-12
    Note: Москва
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