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线性规划的单纯形法及其发展
CLASSICAL SIMPLEX METHODS FOR LINEAR PROGRAMMING AND THEIR DEVELPPMENTS
【摘要】 本文给出了一种新的原对偶单纯形法,并通过它分析了隐藏在经典单纯形法中的对偶信息.我们重新评价经典单纯形法并详细讨论了它与现代单纯形法之间的联系.两个修改版本一并给出.新算法具有计算量小和实施简单等特点,计算效果也不错.初步数值实验表明现代单纯形法比经典方法具有明显的优越性.
【Abstract】 This paper presents a new primal dual simplex method and investigates the duality formation implying in classical simplex methods. We reviews classical simplex methods for linear programming problems and give a detail discussion for the relation between modern and classical algorithms. The two modified versions are present. The advantages of the new algorithms are simplicity of implementation, low computational overhead and surprisingly good computational performance. They always proved to be more efficient than classical simplex methods on our test problems.
【基金】 中国教育部博士基金资助(20020486035);湖北省教育厅科学研究项目(2002A04004)
- 【文献出处】 计算数学 ,Mathematica Numerica Sinica , 编辑部邮箱 ,2007年01期
- 【分类号】O221
- 【被引频次】51
- 【下载频次】3886