An algorithm of feasible directions for the aggregation problem

Abstract

In this paper an algorithm of feasible directions for the aggregation problem is presented- We start by studying the simplest case, when all the variables are aggregated in an only aggregated variable.

Afterwards, these results are extended to the general case.

Keywords:

• Programming algorithms
• iterative aggregation
• large scale linear programming

AMS 1980 Subject Classification:

• Primary:90 C 08
• Secondary:90 C 06