| 线性规划鞍点逼近算法的收敛性 |
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| 引用本文： | 杨周旺,侯定丕.线性规划鞍点逼近算法的收敛性[J].中国科学技术大学学报,2000,30(5):527-532. |
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| 作者姓名： | 杨周旺 侯定丕 |
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| 作者单位： | 中国科学技术大学数学系,合肥,230026 |
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| 摘 要： | 本修正了鞍点逼近算法，给出一个求线性规划最优解的迭代方法和具体实现；还证明了该算法的总体收敛性，其证明方法对一般迭代算法的收敛性讨论具有参考价值。
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| 关 键 词： | 线性规划 鞍点 逼近算法 收敛法 |
| 修稿时间： | : |
Convergence of Saddle-Point Approximation Algorithm for Linear Programming |
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| YANG Zhou-wang,HOU Ding-pi.Convergence of Saddle-Point Approximation Algorithm for Linear Programming[J].Journal of University of Science and Technology of China,2000,30(5):527-532. |
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| Authors: | YANG Zhou-wang HOU Ding-pi |
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| Abstract: | In this paper the saddle point approximation algorithm is modified and the iteration formula and its pratical realization are given for solving linear programming problems. Also the proof of global convergence of the algorithm is presented, which is of value for discussions of convergence of more general algorithms. |
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| Keywords: | linear programming saddle point Kuhn Tucker conditions |
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