| 一个新的求解线性规划最小二乘算法 |
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| 引用本文： | 李炜,陈光亭.一个新的求解线性规划最小二乘算法[J].高校应用数学学报(英文版),2006,21(2):214-222. |
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| 作者姓名： | 李炜 陈光亭 |
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| 作者单位： | School of Science,Hangzhou University of Electronic Technology,Hangzhou 310037,China |
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| 基金项目： | 国家高技术研究发展计划(863计划)
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浙江省教育厅资助项目
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兰州电子科技大学校科研和教改项目 |
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| 摘 要： | §1Introduction Currently,therearetwopopularapproachesinlinearprogramming:pivotalgorithm andinterior-pointalgorithm.Manyoftheirvariantsdevelopedbothintheoryand applicationsarestillinprogress.Thepivotmethodobtainstheoptimalsolutionviamoving consecutivelytoabettercorner-pointinthefeasibleregion,anditsmodificationstryto improvethespeedofattainingtheoptimality.Incontrast,theinterior-pointalgorithmis claimedasaninterior-pointapproach,whichgoesfromafeasiblepointtoafeasiblepoint throughtheinterioroft…
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| 关 键 词： | 求解 线性规划 最小二乘算法 规划论 |
| 收稿时间： | 2005-07-10 |
A new least square algorithm for linear programming |
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| Li Wei,Chen Guangting.A new least square algorithm for linear programming[J].Applied Mathematics A Journal of Chinese Universities,2006,21(2):214-222. |
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| Authors: | Li Wei Chen Guangting |
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| Affiliation: | School of Science,Hangzhou University of Electronic Technology,Hangzhou 310037,China |
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| Abstract: | 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 descett 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. |
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| Keywords: | linear programming pivot method interior-point method least square problem QR decomposition |
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