摘要
本文给出了线性规划(LP)的解和其相应的精确罚函数解的等价性,证明是初等的,简明的。
In this paper, the equivalence of the solutions between linear programming and its exact penalty function is discussed. The proofs of the theorem are element and concise.How to use this conclusion given an algorithm to solve linear programming, it is a open problem.
出处
《应用数学与计算数学学报》
1996年第1期18-21,共4页
Communication on Applied Mathematics and Computation
关键词
线性规划
精确罚函数
K-T乘子
linear programming, exact penaty function, Kuhn-Tucker multiplier.