摘要
本文考虑求解以下线性不等式组的可行解的问题 A^Ty≤C, (1.1)其中A∈R^(m×n),C∈R^n,y∈R^m.不失一般性,假设m≤n,且矩阵A的秩为m。令S={y|A^Ty≤C,y∈R^m}.若S≠φ,且存在-y∈R^m使得不等式组(1.1)严格成立,则称y是S的严格可行内点.以S^0记S的所有严格可行内点的集合. 这类问题出现在线性规划、非线性规划和其它问题之中.
A method for computing a feasible solution for systems of linear inequalities is presented.The main motivation for this work is to search for a strictly feasible solution of the problem.Unfortunately, there is no guarantee that the algorithm presented would generate a strictly fea-sible solution. In general, it converges to a feasible solution if the problem is consistent, or toan infeasible solution which identifies the inconsistency of the problem. On the other hand, nu-merical tests have shown that the algorithm works very effectually.
出处
《数值计算与计算机应用》
CSCD
北大核心
1992年第1期65-72,共8页
Journal on Numerical Methods and Computer Applications
基金
国家自然科学基金
