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线性规划的一个宽邻域预估-矫正内点算法
引用本文:刘长河,任建林.线性规划的一个宽邻域预估-矫正内点算法[J].平顶山学院学报,2014(2):6-9.
作者姓名:刘长河  任建林
作者单位:河南科技大学数学与统计学院;信阳工业学校
基金项目:国家自然科学基金(61301229);河南科技大学自然科学基金(2013QN030)
摘    要:在线性规划的内点算法中,宽邻域算法比窄邻域算法的数值效果好,但宽邻域算法的复杂性比窄邻域差.提出了求解线性规划问题的一个宽邻域预估-矫正内点算法,证明了该算法的迭代复杂性是O(n L),这是线性规划的内点算法中最好的复杂性结果.

关 键 词:线性规划  内点方法  预估-矫正算法  宽邻域算法  多项式复杂性

A Wide-neighborhood Predictor-corrector Algorithm for Linear Programming
LIU Changhe;REN Jianlin.A Wide-neighborhood Predictor-corrector Algorithm for Linear Programming[J].Journal of Pingdingshan University,2014(2):6-9.
Authors:LIU Changhe;REN Jianlin
Institution:LIU Changhe;REN Jianlin;School of Mathematics and Statistics,Henan University of Science and Technology;Xinyang Industrial School;
Abstract:In interior point algorithm of linear programming,the wide-neighborhood algorithm has a better practical performance compared with narrow-neighborhood algorithm in practice,while the former has a worse complexity than the latter. We propose a new wide-neighborhood predictor-corrector algorithm and prove the iteration complexity of the algorithm is O n L,which is the best complexity result for any interior point algorithm.
Keywords:linear programming  interior point methods  predictor-corrector algorithm  wide neighborhood algorithm  polynomial complexity
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