摘要 |
PURPOSE:To derive a solution by a division even in case when a dual gap exists, by coupling a dual dividing method and a sequential secondary plan approaching method. CONSTITUTION:First of all, in the periphery of operating points X, Y, an original problem is made approximate to a secondary plan problem. This secondary plan problem is formulated as a table 1, when the operating points are denoted as xi, yi. Subsequently, the secondary plan problem is divided into subsystems, and a dual dividing method searching direction (d). Next, L(X, Y) is minimized by a linear search by the direction determined by said method, also whether an optimum solution has been derived or not is approved, and it is ended if a degree of decrease of L(X, Y) is below a reference value, but in other case, the operating points X, Y and a Hesse matrix B are updated. |