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解线性半无限规划的支撑割平面方法
引用本文:韩天雄. 解线性半无限规划的支撑割平面方法[J]. 上海师范大学学报(自然科学版), 1986, 0(1)
作者姓名:韩天雄
作者单位:华东师范大学业余教育处 数学系
摘    要:本文以Veinott的求解凸规划的割平面法为基础,给出了求解一类线性半无限规划的支撑割平面算法。算法通过产生能行集的支撑超平面来进行切割,以加快收敛速度,并且算法具有收敛性。

关 键 词:半无限规划  能行集  Slater条件  切割  支撑超平面

A Supporting-cutting-plane Algorithm for Solving Linear Semi-infinite Programming Problem
Han Tianxiong. A Supporting-cutting-plane Algorithm for Solving Linear Semi-infinite Programming Problem[J]. Journal of Shanghai Normal University(Natural Sciences), 1986, 0(1)
Authors:Han Tianxiong
Affiliation:Department of Continuing Education
Abstract:A supporting-cutting-plane algorithm for a class of linear semi-infinite programming problems are given inthis paper. It is based on the cutting-plane algorithm of Veinott for convex programs. This algorithm has the property of being able to generate a out from any violated constraint. A convergence theorem is also given.
Keywords:semi-infinite programming   feasible set   Slaler's condition   cut   supporting hyperplane.
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