鞍点共轭梯度法在解LP问题中的应用

The Use of the Saddle Point Conjugate Gradient Algorithm for Solving LP Problems

本文根据鞍点逼近算法、鞍点共轭梯度法组成新的线性规划算法——CNJK算法,经计算机试验收敛性良好。

In this paper, a new algorithm for linear programming——CNJK algorithm is proposed which is based on the saddle point gradient algorithm and the saddle point conjugate gradient algori thm. It is shown that the computational results by computer are good.