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This paper explores the effects of aggregating variables in large linear programs. We define a reasonable criterion for the resulting loss in accuracy, and derive bounds on this quantity. A posteriori bounds may be calculated after solving the aggregated problem, and a priori bounds before. Also, we show that standard iterative methods can be used to improve the accuracy of a given aggregated problem. A numerical example illustrates the results.
Operations Research – INFORMS
Published: Apr 1, 1980
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