Russian Federation
Russian Federation
Production optimization problems and blending problems are considered. It is shown that with such problems, it is natural for constraints to contain inequality groups which form some polyhedral cone. The suggested solution is to convert the problem to a problem in a space of new variables. The basis of the new space is a set of vectors forming a cone, or this set's convex hull and the null vector form the given polyhedral cone. It is shown that the considered approach leads to substantial simplifications in searching for the solution. The methods to identify the forming set of vectors are described. The suggested methodology is illustrated with an example at the end of the article.
Linear programming, cone, basis, cone constraints
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