线性分式规划原始单纯形算法有限性问题

On Finitness of the Primal Simplex Algorithm of Linear Fractional Programming

本文用一个数值例子说明用[1] 和[2] 中的原始单纯形算法求解退化的线性分式规划(LFP) 可能会出现基循环,从而得不到最优解。于是就此情形引入了Bland规则,并建立了有限性算法。

In this paper, a numerical example of linear fractional programming (LFP) has beenconstructed in which a finite sequence of degenerate bases obtained by the LFP’s primalsimplex algorithm in referenes [1] and [2] may yield basis cycling and hence no opti-mum solution could be got. So, We propose the finite algorithm using Bland’s rule.