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求解线性不等式组的仿射梯度算法
引用本文:陈士俊,孙永广,吴宗鑫,顾阿伦. 求解线性不等式组的仿射梯度算法[J]. 系统工程学报, 2002, 17(2): 155-160
作者姓名:陈士俊  孙永广  吴宗鑫  顾阿伦
作者单位:清华大学核能技术研究院,北京,100084
摘    要:设计了一种新的求解线性不等式的动力系统方法-仿射梯度算法,算法不改变原问题的稀疏性,每步迭代的计算量较小,只包含简单的算术运算,具有很好的计算时间和存储空间的性质,有利于解决大规模稀疏的能源规划问题,给出了算法的动力系统的连续和离散时间模型,并证明了模型具有渐进稳定性,数值实验结果表明,此算法是有效的。

关 键 词:线性不等式组 仿射梯度算法 动力系统方法 线性规划 神经网络
文章编号:1000-5781(2002)02-0155-06
修稿时间:2001-04-28

Affine-gradient algorithm for solving linear inequalities
CHEN Shi-jun,SUN Yong-guang,WU Zong-xin,GU A-lun. Affine-gradient algorithm for solving linear inequalities[J]. Journal of Systems Engineering, 2002, 17(2): 155-160
Authors:CHEN Shi-jun  SUN Yong-guang  WU Zong-xin  GU A-lun
Abstract:This paper presents a new dynamical-system approach for solving linear inequalities,which is named as the affine-gradient algorithm.The algorithm does not change the sparsity of the problem. Each iterative requires limited computation, just including the basic mathematic operations. It is fit for the large-scale sparse energy planning because of the good character of computing time and memory.The dynamical-system models of the algorithm, the continual and the discrete, are described and the asymptotically stable is proved. The algorithm is effective sustained by the numeral results.
Keywords:linear inequalities  affine-gradient algorithm  dynamical-system approach
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