Modified algorithm for Kornai-Liptak two-level optimization

Integration processes in the modern economy, including the Russian one, actualize the problem of increasing the synergistic effect of combining the specific assets of previously independent enterprises not only in the strategic planning interval, but also in the medium-term time interval. This is dictated by the need to increase the profitability of the market activities of the integratedgroup and the profitability of the assets of enterprises included in the integrated group. This problem is considered in the tasks of multi-level optimization of enterprises of an integrated group, which are solved using the well-known methods of multi-level optimization, for example, Kornai-Liptak. However, this and other known methods in some cases (for example, in the one considered in this paper) cannot be fully recognized as correct due to low convergence and looping of the algorithm. In this connection, in some cases it becomes necessary to use a modification of the original Kornai-Liptak algorithm to improve the accuracy of estimates and the rate of convergence of the numerical algorithm. One of these modifications, based on a heuristic approach to assessing the level of scarcity of company-wide resources, is given in this paper. It is shown that the modified allows to obtain the optimal production program of Kalashnikov Group JSC