数学1108徐祖仪(线性规划求解算法研究)资料.doc

线性规划求解算法研究 摘要 线性规划是运筹学中应用最广泛的一个分支．本文主要是针对线性规划问题的相关算 法进行了综述和原理的讲解．分别阐述了线性规划的发展历程和线性规划的数学模型 , 详 细研究了单纯形法和内点法的主要原理和算法 , 并为后续研究提供了一个借鉴方向．最后给出了线性规划问题的原 - 对偶内点算法 , 通过数值实验表明该算法具有很好的收敛性与 稳定性． 关键词 : 线性规划 , 单纯形法 , 内点法，原 - 对偶内点法 线性规划求解算法研究 Abstract Linear programming is widely applied in all branches of Operation Research． This paper mainly describes the relevant algorithm of linear programming problem and explains their principle ．The development of linear programming and the mathematical model of linear programming algorithm are described respectively ．The main principles of simplex method and interior point methods are analyzed in detail which provide a reference direction for the follow-up study ． Finally,we give numerical examples about the primal- dual interior point algorithm for linear programming,the numerical experiment results show that the algorithm has perfect convergence and stability ． Key words： Linear programming,simplex method, Interior point methods, Primal-dual interior point method 线性规划求解算法研究 目录 1. 引言 ............................................................................................................................................ 1 1.1 课题背景 .......................................................................................................................... 1 1.2 发展状况 .......................................................................................................................... 1 1.3 课题内容 .......................................................................................................................... 2 2. 线性规划问题和数学模型 ........................................................................................................ 3 2.1 线性规划问题及其表示 .................................................................................................. 3 2.2 线性规划基本定理 .......................................................................................................... 4 2.3 约束标准型线性规划问题 ....................................