分権的システムにおける資源配分による統合問題の解析

摘要

This paper presents a method for resource-allocation coordination problems of linear large-scale systems. The method is based on the subdifferential of an objective function (of the master problem) which is not differentiable at some points. It is shown that the subgradients constituting the subdifferential are equivalent to the negative simplex multipliers for the parametrized resources of the subproblem which is solved by a multiparametric linear programming associated with right-hand side of constraints. This paper makes it clear that the simplex multipliers can be employed to optimize the master problem by using this property. An algorithm is derived based on the method, and its efficiency is demonstrated by a simple numerical example.