Decompositional Method for the Optimization Problem of Effective Shooting

Abstract

The method of sequential modification of the coefficients of the target function for transport-type problems is extended to the class of efficient shooting problems. At each step of the iterative process, problems with two constraints and one binding variable are solved. Degeneration due to nonuniqueness of the solution of the mentioned intermediate problems is considered. A procedure for removing degeneracy is given. The final algorithm constructs an exact solution to the original Boolean programming problem. The exponential growth of the computation time is experimentally established depending on the dimension of the original problem.