摘要
通过用一组非线性方程组来逼近线性规划的Kuhn-tucker条件方程,从而将求解线性规划问题转化为一个用Newton迭代法来求解非线性方程组的问题。经数值计算表明,该算法在一般情况下能实现快速收敛。
By utilizing a band of nonlinear equations that reaching the Kuhn- tucker conditions of the linear programming to propose a new algorithm for linear programming. Hence to convert linear scheme into nonlinear equations by employing Newton approach. The numerical computation revealed that the algorithm proved prompt and convergence.
