| 具有离散随机变量二阶段问题的分解算法 |
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| 引用本文： | 才德军,唐恒永.具有离散随机变量二阶段问题的分解算法[J].辽宁大学学报(自然科学版),1994(4). |
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| 作者姓名： | 才德军 唐恒永 |
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| 作者单位： | 辽宁大学，沈阳师院 |
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| 摘 要： | 本文研究一般的具有离散随机变量二阶段问题的解法．给出了一个把大规模线性规划问题转化为小规模线性规划问题的分解算法．
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| 关 键 词： | 二阶段问题 大规模线性规划问题 分解算法． |
Decomposition Algorithm for Two-period Problems with Discrete Random Variables |
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| Cai Dejun.Decomposition Algorithm for Two-period Problems with Discrete Random Variables[J].Journal of Liaoning University(Natural Sciences Edition),1994(4). |
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| Authors: | Cai Dejun |
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| Institution: | Cai Dejun Department of Mathematics,Liaoning University Tang Hengyong Shenyang Teacher's College |
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| Abstract: | In this paper we research the solving methods of the general two-period problems with discrete random variables.A kind of decomposition algori-thm is given.The method can transform the large linear programming probleminto smaller linear programming problems. |
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| Keywords: | Two-period problem Large linear programming problem Decom-position algorithm |
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