摘要
本文对线性约束可行点无需使用人工变量的解法作了简要介绍,对Fletcher给出的方法进行了扩充.通过试算实践表明该方法计算量小,收敛快,是一种行之有效的算法.
A method without using artificial variables, to solve the feasiable points for linear constraint in optimal design is introduced.The method given by R.Fletcher is expanded.The calculating practice shows that the less calculation work is needed and faster convergence rate can be reached.
关键词
优化设计
线性规划
约束
可行点
optimal design, mathematical programming
constraint
linear programming
quadratic programming