有效集法在数学规划加权残值法中的应用

APPLICATION OF ACTIVE SET METHOD IN MATHEMATICAL PROGRAMMING ON METHOD OF WEIGHTED RESIDUALS

本文研究有效集法在数学规划加权残值法求解微分方程问题中的应用。从理论上和实际应用方面阐明,对于数学规划加权残值法中的线性规划问题,有效集法比常用的单纯形法更简便、易程序化、计算速度更快,因此更适用于数学规划加权残值法求解微分方程问题。

In this paper, it gives the application of the active set method to get the approximate solutions of differential equations in the mathematical programming method in MWR. It is expounded in theory and applications that it is simpler in use, easier in programming and higher in speed in calculation in the solutions of the linear programming in the mathematical programming in MWR as compared to simplex, active set method. Thus it it may be recommeded that the active set method may be applicable in the MWR technique in use of mathematical programming for the approximate solotions of the differential equations.