By attacking the linear programming problems from their dual side,a new general algorithm for linear programming is developed.At each iteration,the algorithm finds a feasible descent search direction by handling a lea...By attacking the linear programming problems from their dual side,a new general algorithm for linear programming is developed.At each iteration,the algorithm finds a feasible descent search direction by handling a least square problem associated with the dual system,using QR decomposition technique.The new method is a combination of pivot method and interior-point method.It in fact not only reduces the possibility of difficulty arising from degeneracy,but also has the same advantages as pivot method in warm-start to resolve linear programming problems.Numerical results of a group of randomly constructed problems are very encouraging.展开更多
文摘By attacking the linear programming problems from their dual side,a new general algorithm for linear programming is developed.At each iteration,the algorithm finds a feasible descent search direction by handling a least square problem associated with the dual system,using QR decomposition technique.The new method is a combination of pivot method and interior-point method.It in fact not only reduces the possibility of difficulty arising from degeneracy,but also has the same advantages as pivot method in warm-start to resolve linear programming problems.Numerical results of a group of randomly constructed problems are very encouraging.
