An algorithm of optimization for a special class of networks

Abstract

In this paper the author presents an algorithm of optimization for a special class of networks not having the Markov property. A definition of the class of networks under consideration and a formulation of the optimization problem are given. A conception of the algorithm is discussed and next the general and detailed flow diagrams of the algorithm are offered. The realization of the algorithm is illustrated with a simple example showing the process of execution of the tasks included in the algorithm. Some possibilities of applying the algorithm in allocation problems and nonlinear integer programming are presented.