Abstract
An algorithm for solving 2-stage linear programs. especially useful for 11 program arising from a nested multi·level approach to multi-period planning (3) is presented. The proposed algorithm is of a two·level scheme and similar to Beale's method (4), but the procedure is more systematic and simpler. Computational experience is reported for a series of small test problems. The results show that our algorithm is more efficient than a Beale-Iike method. and moreover that the number of times for adjusting given initial values of linking variables is unexpectedly small for the test problems, which may also imply an aspect of usefulness of the algorithm for large real problems, especially when a good initial value can be obtained for the linking variable. The algorithm can be also extended to a weakly coupled three or more-stage case.
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