亏基最陡边单纯形算法-运筹学与控制论专业论文.docxVIP

邵曩‘S603ss 邵 曩‘S603ss 摘要 二十世纪六十年代出现的最陡边单纯形算浚与原始单纯形算法及其变种相比，迭代次 数较少，但是由于每次迭代申都港要耗费大爨的计算，因此农计算实践中没有被广泛应用． 1977年，d幻影arb秘Reid拦文[11给出了边方向的迭代公式，从而简化了原来的算法，并 褥到了鬟弱的最陡边算法，随后F“rrest和Gol影arb在大规模稀疏阉题上对该算法进行了 数篡试验，其结果发表在1992年的文}21中．数值结果袭盟，该算法饯于其它嗣类的单纯 形算法，并且靼当懿最好的内点法不担上下． 1997年，溪平鸯教授提出了亏熬的概念((2剐)，憋基载概念攮广荟q一般J漪形，扶妪蠖荨导 单纯形葵法有了瑟的架槐。在热架梅下褥到的亏基算法胃以降低退化理象鲍影魄，并在计 算时阕零瑟迭代次数方嚣蠢嚷显静改替。该算法罴单缝影算法豹攘广秘擐疑． 为了能够更好蟪求解线性款赵耀题，并对单纯形理论专进一步越发展；本文将这鼹秽 算法撩结合，探讨最陡逮选主元毵捌在亏基算法中黪可行憾，德到了亏莲意义下豹边方囱 递攥公式，及露成功建将最蕤逮理论应耀刭亏基中来。|{囊赢对褥到瓣亏墓最陡逸算法遴行 数德试验．数餐结采表箍，新葵法农迭代次数上傀予传统懿单纯彩算法． 关键词：线性规划， 攀纯彤， 亏基， 爨陡边， 遐化， 主元规则 AbstractIt Abstract It has been known since the ea!-ly experiments of Kuhn and Quandt and Wolfe and Cut— ler(1963)that，in general，tim steepest—edge simplex algorithm takes fewer iterations than other variants of the primM simplex method．However，because a straightforward implementation of the steepest-edge algorithm requires an excessive alnount of time for each iteration，the algorithm WaS initially rejected as impractical。The first practical steepest-edge type simplex＆lgorRhm was(1e— vised by Harris in 1973．However，Harris’algorithm is approximately steepest，and it was not until the publication of the paper[1](Goldfarb and Reid，1977)that the first practical《exact)steepest— edge algorithm WaS described．In 1992，Forrest and Goldfarb published their computational results(离)which demonstrate the remarkable efficiency of using steepest-edge simplex algorithm with a set of recurrence formulas．There is an intense competition going on between simplex and interior-point algorithms。It is however mfiikely to declare a winner+ On the other hand，in 1997，Professor Ping—Qi Pan generalized the basis to allow a deficient case([25D。characterized as one that has columns fewer than row8 of the coefficient matrix and its range space includes the right—hand side．Thereby,he established a variant of the simplex method based Oil such a generalized basis f14]．Lots of work have been done since then and computational results were very enco