【摘要】 本文叙述了一个求解线性规划问题的梯度投影法,导出了投影矩阵的递推公式,利用此公式可大大减少每次迭代所需的计算量。实例计算表明,本文给出的算法是一有效的算法,在某些方面它要优于Karmarkar算法和单纯形法。更多还原

【Abstract】 This paper presents a new method for linear programming which uses the gradient projection method for nonlinear programming. A formula for updating the projected matrices on each iteration is derived. With this formula, computational effort is greatly reduced. Numerical results indicate that the new method is very practicable, and that it is superior to Karmarkar’s algorithm and to the simplex method in some ways.更多还原