Algorithm of the method of generalized potentials for the problems of the optimum synthesis of communication networks in the presence of uncertain factors
In this paper, we consider the problem of optimal resource allocation for the Gale problem of demand and supply in the presence of uncertain factors. Based on the Danzig--Wolfe decomposition method and the generalized potential method developed by the author earlier for the deterministic version of the problem, a numerical algorithm for solving the problem is constructed and justified.