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用Levenberg-Marquardt类的投影收缩方法解运输问题
SOLVING TRANSPORTATION PROBLEMS BY APROJECTION AND CONTRACTION METHODOF LEVENBERG-MARQUARDT TYPE
【摘要】 <正> 设Ω是Rl的一个非空子集,M是一个l×l的半正定矩阵(不须是对称的),q∈R1线性变分不等式问题(记为LVI(Ω,M,q)),实际上是寻找一个向量u ∈Ω,使之满足 线性互补问题实际上就是一个当Ω={u∈Rl|l≥0}时的特殊的变分不等式问题.而当Ω是一个广义锥[7]时,各种约束凸二次规划问题亦可以转化为变分不等式问题.变分不等式在非线性系统问题和偏微分方程上的应用可看文献[4,5]和[6].
【Abstract】 For solving linear variational inequalities (LVI), the projection and contraction method of Levenberg-Marquardt type needs less iterations than an el-ementary projection and contraction method. However, the method of Levenberg-Marquardt type has to calculate the inverse of a matrix and hence it is unsuitable for large problems. In this paper, using the special structure of the constraint ma-trix, we present a PC method of Levenberg-Marquardt type for LVI arising from transportation problem without calculating any inverse matrices.Several computa-tional experiments are presentded to indicate that the methods is good for solving the transportation problem.
- 【文献出处】 高等学校计算数学学报 ,Numerical Mathematics A Journal of Chinese Universities , 编辑部邮箱 ,2004年03期
- 【分类号】O221
- 【被引频次】8
- 【下载频次】110