Three-level decomposition approach for solving feedstock problems on microcomputers

Many decision support systems for feedstock companies include an option for the solution of large linear programming problems. A three-level decomposition algorithm is presented which substantially improves the solution times for such linear programming problems. When decisions must be made on the addition of new raw materials or extra quantities of existing raw materials to feed mixes, the usual approach is to use parametric linear programming. A new approach to this decision problem, based on the results of the three-level decomposition algorithm, is presented in the paper. Finally, implementation issues and the computational performance of the new approaches on real-world problems are discussed.