摘要
针对目标函数具有递增斜率的分段线性规划问题,提出了一种快速的对偶算法。算法基于单纯形的思想,引入指针的概念来建立问题最优性和可行性判据,不需设置分段变量,不会扩大问题的规模,从而减少了内存和计算量。
A fast dual algorithm is presented for the piecewise linear programming with successively increasing slopes. The concept of the pointer is used to derive the optimality and the feasibility conditions based on the dual simplex principle, which avoids enlarging the scale of the problem due to introducing piecewise variables so that storage and calculating requirements are reduced. Finally,the example is given to demonstrate the effectiveness of the presented algorithm.
出处
《重庆大学学报（自然科学版）》
EI
CAS
CSCD
1991年第1期6-11,共6页
Journal of Chongqing University
关键词
分段
线性规划
对偶算法
递增斜率
piecewise
linear programming
succesively increasing slops
dual simplex method
