摘要
本文提出一种线性规划快速算法,它以直接逼近鞍点为基础,适用于高维与具有大量非零元素的线性规划问题.计算机实践表明,它解决高维问题时比单纯形法收敛快得多.
This paper proposes a fast algorithm for linear programming which is based on direct approach to the saddle point of the Lagrangean. The algorithm appears particularly well suited for problems of high dimension and problems with great numbers of nonzero elements. Computational experience with the algorithm suggests that it converges much faster than the simplex method.
出处
《计算机研究与发展》
EI
CSCD
北大核心
1989年第8期1-4,42,共5页
Journal of Computer Research and Development
