摘要
提出一种求解线性规划问题的新方法。首先,利用非线性变换将线性规划问题转化为一无约束非线性方程组,然后用ABS方法求解,据此再求得LP问题的最优解。论述了该方法的局部收敛性及求解实例。该方法具有二阶以上收敛速率。
A new solution method of the Linear Programming (LP) problem is presented. First a nonlinear transform is used to change a LP problem into an unrestriced nonlinear algebraic equations; then the equations is solved by a ABS method. Last the optimum solution of the LP problem is obtained. Some numeration examples are given. The convergence of the new method presented is also discussed. The convergent rate of the method is not less than two orders.
出处
《沈阳化工学院学报》
1992年第4期265-274,共10页
Journal of Shenyang Institute of Chemical Technolgy
关键词
线性规划
ABS算法
非线性方程组
Linear programming
ABS algorithm
nonlinear algebraic equations
