极大极小对偶论理分析.docVIP

编号:_ 《最 优 化 方 法》 课 程 设 计 题 目： 极大极小对偶理论分析 院 系： 专 业： 姓名学号： 指导教师： 日 期： 2014 年 01 月 02 日 摘 要 在极大极小对偶理论中，我们寻求原问题和对偶问题之间的求解，对偶单纯形法是非常重要的一种解法。本文主要介绍的对偶单纯形法，对偶单纯形法算法结构简单, 容易使用matlab编程实现。 在本次实验中,我首先分析对偶单纯形法，了解对偶单纯形法解对偶问题的步骤，进行实例求解，再运用对偶单纯形法的思路编写代码，进行matlab实例求解，加以分析，总结。 进行算法比较。我把对偶单纯形法与单纯形法进行比较，先了解单纯形法解决问题的步骤，和实例求解过程，再编写代码，进行实例分析，最后和对偶单纯形法进行比较。 通过比较，我发现单纯形法是从原始问题的一个可行解通过迭代转到另一个可行解，直到检验数满足最优性条件为止。对偶单纯形法则是从满足对偶可行性条件出发通过迭代逐步搜索原始问题的最优解。在迭代过程中始终保持基解的对偶可行性，而使不可行性逐步消失。 关键词：极大极小；对偶单纯形法；单纯形法； Abstract In Minimax duality theory , we seek between the original problem and the dual problem of solving the dual simplex method is a very important one solution. This paper describes the dual simplex method, dual simplex method algorithm structure is simple , easy to use matlab programming. In this experiment , I first analysis of the dual simplex method , understanding of the dual simplex method for solving the dual problem in steps and examples to solve , and then apply to the idea of ??dual simplex method of writing code , conduct matlab examples solved analyze , summarize . For algorithm comparison. I put the dual simplex method are compared with the simplex method , the first step to understand the simplex method to solve the problem solving process and examples , and then write code to analyze an example , last and dual simplex method for comparison. By comparison, I found the simplex method is feasible to the original problem from one iteration to another feasible solution by solution , until the number of test optimality condition is satisfied. Dual simplex rule of thumb is to satisfy the dual feasibility conditions from the gradual departure of the original problem through an iterative search for the optimal solution . Remain in an iterative process based solutions for dual feasibility , leaving the infeasibility gradually disapp