| 求解一般线性规划逆问题的预校正内点法 |
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| 引用本文： | 关秀翠,刁在筠.求解一般线性规划逆问题的预校正内点法[J].山东大学学报(理学版),2000,35(1). |
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| 作者姓名： | 关秀翠 刁在筠 |
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| 作者单位： | 山东大学,数学院,山东,济南,250100 |
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| 基金项目： | 国家自然科学基金!( 69772 0 1 7)，教育部博士点基金资助项目!( 970 4 2 2 0 7) |
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| 摘 要： | 基于线性规划问题的最优性条件 ,将一般线性规划逆问题转化为仅带有变量非负约束的凸二次规划问题 ,并利用具有二阶收敛性的预校正内点法求解 ,数值试验显示出算法的有效性 .
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| 关 键 词： | K-T条件 线性规划逆问题 预校正内点法 |
PREDICTOR-CORRECT INTERIOR POINT METHOD FOR SOLVING THE INVERSE GENERAL LINEAR PROGRAMMING PROBLEM |
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| GUAN Xiu-cui,DIAO Zai-yun.PREDICTOR-CORRECT INTERIOR POINT METHOD FOR SOLVING THE INVERSE GENERAL LINEAR PROGRAMMING PROBLEM[J].Journal of Shandong University,2000,35(1). |
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| Authors: | GUAN Xiu-cui DIAO Zai-yun |
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| Abstract: | Basing on the optimality conditions of LP problem,the inverse problem of LP is transformed into a quadratic programming only with nonnegative constraints and the predictor-correct interior point method which has quadratic convergence is used to solve it.Numerical examples show that the algorithm is effective. |
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| Keywords: | K-T conditions inverse LP problem predictor-correct interior point method |
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