PRACTICAL ASPECTS OF THE IMPLEMENTATION OF AN EFFECTIVE ALGORITHM FOR SOLVING OPTIMAL COMPLETE SET PROBLEMS
Y.A. Mesentsev
Keywords: Integer programming, Decomposition, Parametric analysis, Effective algorithm, Optimal complete set problem
Abstract
A numerical method for solving general problem of optimal complete set related to the class of NP-hard problems of discrete programming with Boolean variables has been proposed. The method is based on procedures of linearization of the initial conditions, Lagrangian decomposition and iterative parametric analysis of sequences generated subproblems. It has been shown that the algorithm is effective and asymptotically accurate according to dimension of optimal complete set problems.
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