| 解线性规划的广义起作用集法 |
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| 引用本文： | 薛嘉庆. 解线性规划的广义起作用集法[J]. 东北大学学报(自然科学版), 1991, 0(6) |
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| 作者姓名： | 薛嘉庆 |
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| 作者单位： | 东北工学院数学系 |
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| 摘 要： | 给出了解线性规划的广义起作用集法。从极点出发的搜索方向是该点处所有下降棱方向的一种凸组合。一般情况下,迭代路径置于容许集的表面上,而不是象单纯形法那样迭代点沿着棱移动。由于广义方法的迭代通常要跳过一些极点,因此收敛速度比单纯形法有明显的提高。
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| 关 键 词： | 线性规划 单纯形法 起作用集法 下降容许方向 |
A Generalized Active Set Method for Solving Linear Programming Problems |
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| Xue Jiaqing. A Generalized Active Set Method for Solving Linear Programming Problems[J]. Journal of Northeastern University(Natural Science), 1991, 0(6) |
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| Authors: | Xue Jiaqing |
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| Affiliation: | Xue Jiaqing |
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| Abstract: | A generalized active set method is presented for solving linear programming problems. The direction of search starting from an extreme point is a convex combination of all descent directions along the edges at the point. Generally, the iterative path is on the faces of a feasible region instead of on its edges as in simplex method. Since each iteration in the generalized method will usually skip over a number of extreme points,the convergence rate is obviously quicker than that in simplex method. |
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| Keywords: | linear programming simplex method active set method descent feasible direction. |
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