摘要
详细介绍了将2维二阶锥规划问题转换成线性规划问题的过程并得到了两问题间的一些重要关系.通过用对偶单纯形法求解线性规划问题来最终解决原2维二阶锥规划问题,最后做了部分的灵敏度分析.这些将为研究低维的二阶锥规划问题提供多一类便捷的计算方法.
In this paper, the process to transform 2--dimentional second--order cone programming into linear programming is introduced and some important relations between them are obtained. Then the linear programming are solved by dual simplex method to get the solution of the original 2--dimentional second-- order cone programming. Finally, some sensitivity analysis are made. This paper provides a kind of convenient computational methods for the study of low dimensional second--order cone programming.
出处
《广西民族大学学报（自然科学版）》
CAS
2009年第1期48-52,共5页
Journal of Guangxi Minzu University ：Natural Science Edition
基金
广西大学科研基金资助项目(X071090)
关键词
二阶锥规划
线性规划
对偶单纯形法
灵敏度分析
second-- order cone programming
linear programming
dual simplex method
sensitivity analysis
