摘要
本文研究了线性规划的灵敏度分析方法.运用灵敏度分析的方法,分析了单纯形法求解过程中新增变量的动态变化所需的条件,并从具体的二维和三维例子出发,构造出一系列的高维线性规划问题.用单纯形法求解这些问题时,使用某种主元规则(如最大改进规则)的迭代次数可以比约束数目多一至三次.
In this paper, sensitivity analysis of the linear programming is studied. Using the method of sensitivity analysis, we analysis the conditions of the dynamic change of the new added variables in the process of the simplex method to solve linear programming, and starting from the concrete 2 d and3 d examples, a series of higher dimensional linear programming problems are constructed. When using simplex method with some pivot rule（such as the maximal improvement rule） to solve these problems,the number of iterations can be one to three more than that of constraints.
作者
孟香惠
施保昌
胡新生
MENG Xianghui;SHI Baochany;HU Xinsheng(Learning Center, Shenzhen Open University, Shenzhen 518001,China;School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan ~30074,China;Education Technology Center, Shenzhen Open University, Shenzhen 518001, China)
出处
《应用数学》
CSCD
北大核心
2018年第3期697-703,共7页
Mathematica Applicata
基金
深圳广播电视大学重点课题(SD17-001)
关键词
线性规划
单纯形法
主元规则
最大改进规则
灵敏度分析
Linear programming
Simplex method
Pivot rule
Maximal improvement rule
Sensitivity analysis
