On solution of multicoupled models (Q1088906)

This paper presents a structure-preserving solution approach to large- scale linear programming problems which exhibit a nested (multicoupled) angular coefficient structure. The proposed method may be viewed as a recursive application of the Gass dualplex method designed for dual angular models, whereby the required subproblems are coordinated together by a presented dual pricing relationship. The use of the proposed multicoupled algorithm allows solution of the problem without any matrix density increases outside the original angular blocks and also permits multiple pivot operations to take place unlike the normal simple approach. A detailed example is also discussed.