求解线性规划问题的单纯形“双进基”法

该文对线性规划问题中的单纯形法作了另一种改进，得到一种每次迭代两个非基变量“进基”，两个基变量“离基”的双进基法．其结果能用矩阵表示，迭代的步骤也并不比单纯形法复杂，但其迭代的次数要比单纯形法减少一半，如果一个线性规划用“单进基”法要迭代２ｎ次（２ｎ＋１次），那么，用“双进基”法只须迭代ｎ次（ｎ＋１次），从而加快了收敛于最优解的速度．

Two Nonbasic Variables Entering the Basis at One Time Simplex Method for Solving a Linear Programming Problem

This paper is to present a method that,at a time iteration,two nonbasic variables enter the basis. If solving a linear programming problem by the a-nonbasic-variable-enters-the-basis method, it needs iteration 2n (or 2n+1). If by the two-nonbasic-variables-enter-the-basis method, it needs iteration n (or n+1),greatly increasing the converge to optimum solution velocity.