单纯形法检验数的新计算方法

New Algorithm to Compute Reduced Costs in the Simplex Method

单纯形法仍然是求解线性规划最具竞争力的算法之一,改进它的计算效率仍具有理论和现实意义.本文通过改进检验数的计算方式,提出了一种实施单纯形法新的计算方式.这种计算方式方便简单,无论采用单纯形表还是采用数值迭代计算都可以提高计算效率.

Simplex method is known as one the most competitive algorithm in linear programming.Its improvement is still significant from theoretical and realistic perspective.In the paper,we propose a new method to compute reduced costs and obtain a new way to implement the simplex method.The new method is simple and convenient.And it can always improve the computation efficiency whether we use simplex tableau or numerical iteration.