摘要
首先描述线性规划问题中约束条件增加时的递推求解问题,此问题在线性规划问题中具有广泛的实际背景;然后提出一个基于凸空间思想的快速求解此类问题的递推算法,该算法能快速判断其矛盾约束、冗余约束以及新问题的递推最优解;最后给出了该问题的一个算例,实验仿真结果表明了该方法的有效性.
The recursively solving problem of linear programming with the increase of constraints is stated firstly, which has a wide practical background in linear programming. Then a recursive algorithm to judge quickly contradictory redundant constraining conditions and to solve the recursive problem is presented based on convex region. Finally a computational example shows the effectiveness of the presented recursive algorithm.
出处
《控制与决策》
EI
CSCD
北大核心
2005年第10期1193-1196,共4页
Control and Decision
关键词
线性规划
矛盾约束
冗余约束
最优解
递推算法
Linear programming
Contradictory constraining
Redundant constraining
Optimization solution
Recursive algorithm
