Gribanova E.B.Tomsk State University of Control Systems and Radioelectronics, Tomsk, Russian Federation katag@yandex.ru
Importance The paper studies the linear programming problems with a given number of nonzero solution components. This condition is due to the positive effect of the diversity of proposals and the need to reduce the risk of investment projects. Objectives The article aims to develop a solution algorithm for linear programming problems with a given number of nonzero coordinates of solution vector. Methods This work uses the method of solving inverse problems through inverse calculations. To solve classical linear programming problems, I used the simplex method. Results I have developed solution algorithms for linear programming problems based on inverse calculation. Conclusions and Relevance The developed algorithms can be used in solving linear programming problems. These algorithms are simple in computer realization. Also the algorithms based on inverse calculation can be used to find the initial solution of linear programming problems. In this case, the coefficients of relative importance are selected by means of the iterative procedure. The suggested algorithms can be used in decision support systems.
Keywords: linear programming, constrained optimization, ranking score, inverse calculation
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