An algorithmic solution of constrained linear programming problems is presented.

The method is based on the Quick Convergent Inflow Algorithm (QCIA) used in

solving linear programming problems but considers the effect of segmentation

of the design or feasible regions on the algorithm. A stopping rule based on

the concepts of variance exchange algorithms is proposed. The algorithm converges

to the global optimizer of the objective function as demonstrated using numerical

illustrations.

**Setki tysięcy abstraktów z prac naukowych, które ukazały się w okresie styczeń 2014 r. - 5 października 2014 r. i wiele więcej.**