A Simplex-Like Algorithm for the Continuous Modular Design Problem

Published Online:https://doi.org/10.1287/opre.25.5.788

This paper derives an efficient solution procedure for solving the continuous version of the Evans modular design problem. The Kuhn-Tucker conditions are used to derive a dual problem that can be solved easily and whose dual variables indicate which equations should be tight. The technique retains a free-basic solution throughout so that fast solution routines can be employed that are quite similar to those for transportation problems. Computational experience shows that this technique works well on very large problems. We therefore have provided a solution technique for solving a nonlinear problem that has applications to various aspects of the design process.

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