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The algorithm for mixed programming with upper bounded variables and its application to energy planning. (Chinese. English summary) Zbl 0565.90051
The idea of linear programming with upper bounded variables is introduced for mixed programs. A new algorithm for mixed programs with upper bounded variables is developed, which improves Benders’ decomposition method. The theoretical proof of the algorithm is given. By using this algorithm, a considerable amount of computing time and memory space can be saved. The new method has been applied to energy planning problems with good results.
MSC:
90C11 Mixed integer programming
90B99 Operations research and management science
65K05 Numerical mathematical programming methods
90C90 Applications of mathematical programming
90C05 Linear programming
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