Bounds on the Effect of Aggregating Variables in Linear Programs
Bounds on the Effect of Aggregating Variables in Linear Programs
复制标题
线性程序中聚合变量影响的界限
作者：
Paul H. Zipkin
本文探讨了在大型线性规划中聚集变量的影响。我们定义了一个合理的标准，由此造成的损失的准确性，并得出这个数量的界限。在解决聚合问题之后可以计算后验界限，并且在解决聚合问题之前可以计算先验界限。此外，我们表明，标准的迭代方法可以用来提高一个给定的聚合问题的精度。数值例子说明了结果。
This paper explores the effects of aggregating variables in large linear programs. We define a reasonable criterion for the resulting loss in accuracy, and derive bounds on this quantity. A posteriori bounds may be calculated after solving the aggregated problem, and a priori bounds before. Also, we show that standard iterative methods can be used to improve the accuracy of a given aggregated problem. A numerical example illustrates the results.