刘萍, 凌晓东. 对满足换基规定的单纯形法的改进[J]. 工程科学学报, 1997, 19(2): 201-204,217. DOI: 10.13374/j.issn1001-053x.1997.02.018
引用本文: 刘萍, 凌晓东. 对满足换基规定的单纯形法的改进[J]. 工程科学学报, 1997, 19(2): 201-204,217. DOI: 10.13374/j.issn1001-053x.1997.02.018
Liu Ping, Ling Xiaodong. Modification to Wolfe's Simplex Method[J]. Chinese Journal of Engineering, 1997, 19(2): 201-204,217. DOI: 10.13374/j.issn1001-053x.1997.02.018
Citation: Liu Ping, Ling Xiaodong. Modification to Wolfe's Simplex Method[J]. Chinese Journal of Engineering, 1997, 19(2): 201-204,217. DOI: 10.13374/j.issn1001-053x.1997.02.018

对满足换基规定的单纯形法的改进

Modification to Wolfe's Simplex Method

  • 摘要: 针对满足换基规定的单纯形法可能出现的迭代不下去的问题,构造了使迭代得以继续的补充算法.这个补充算法的基本思想是暂时放弃换基规定,首先进入与所解问题对应的线性规划的最优基本可行解集中;然后,在这个集合中进行基变换,直到得到二次规划问题的最优解.经证明,改进后的算法取消了原算法收敛性定理所需的3个条件,使得它可求解任何一个凸二次规划问题.计算实例证明,补充算法有较好的结果.

     

    Abstract: To guarantee the convergence of the algorithm, the short form of Wolfe's method requires the coefficients of the objective function and constraint equations to satisfy some specific conditions. The above conditions of the convergence theorem can be eliminated by the improved method.

     

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