极大极小对偶理论分析.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 要在中，法是非常重要的一种。, 容易使用matlab编程实现。 在本次实验中,我运用法关键词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 disappear. Key words: minimax；Dual simplex method；simplex method； 目 录 1、引言 1 2、极大极小对偶理论的描述 1 2.1 对偶问题的描述 1 2.2 对偶问题的性质 2 2.3 对偶单纯形法 3 3、数值实验 4 3.1 代码实现 4 3.2 算法测试 5 3.3 结果分析 7 4、算法比较 7 4.1 单纯形法 7 4.2 算法实现 7 4.3 算法测试 9 4.4算法比较 10 5、总结 10 5.1 总结概括 10 5.2 个人感言 11 6、参考文献 11 1、引言 在各种算法中，法是非常重要的种。，则其对偶问题（Dual Problem）为。 在原来的单纯形表中进行迭代时，前提要求右端项(基可行解)