摘要
Ω~*={u=(x,y)|x是(LP)的一个解,y是(DLP)的一个解},(3)那么每一个u~*∈Ω~*都是Lagrange函数 L(x,y)=c^Tx-y^T(Ax-b)在Ω上的鞍点.我们用(·)_+表示将向量的负分量置零,用P_Ω(·)表示向量在Ω上的投影.对于u∈Ω(x≥0)。
In this paper, some numerical results of solving linear programming with saddle point al-gorithm proposed by the author [5] are reported. The experiments indicate that the algorithmnot only has convenient performance but is also practically applicable and efficient for largeproblems.
出处
《数值计算与计算机应用》
CSCD
北大核心
1992年第3期174-181,共8页
Journal on Numerical Methods and Computer Applications
