On the convergence of the skeleton algorithm for solving a generalized problem of linear programming
Mathematics. Physics. Mechanics
Аuthors
Moscow Aviation Institute (National Research University), 4, Volokolamskoe shosse, Moscow, А-80, GSP-3, 125993, Russia
Abstract
A new so-called skeleton algorithm was proposed for solving a generalized problem of linear programming, but the issue of convergence of the algorithm has not been studied in details yet. In the paper a convergence of the skeleton algorithm, i.e. an opportunity to obtain a solution with a given accuracy in a finite number of steps is proved.Keywords:
correction of motion; linear ideal impuls correction; generalized problem of linear programming; skeleton algorithm; column-generate method; convergenceDownload