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LinearProgram

于 2012-01-04 发布 文件大小:1KB
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  在数学中,线性规划 (Linear Programming,简称LP) 问题是目标函数和约束条件都是线性的最优化问题。 线性规划是最优化问题中的重要领域之一。很多运筹学中的实际问题都可以用线性规划来表述。线性规划的某些特殊情况,例如网络流、多商品流量等问题,都被认为非常重要,并有大量对其算法的专门研究。很多其他种类的最优化问题算法都可以分拆成线性规划子问题,然后求得解。在历史上,由线性规划引申出的很多概念,启发了最优化理论的核心概念,诸如“对偶”、“分解”、“凸性”的重要性及其一般化等。同样的,在微观经济学和商业管理领域,线性规划被大量应用于解决收入极大化或生产过程的成本极小化之类的问题。乔治·丹齐格被认为是线性规划之父。 (In mathematics, linear programming (Linear Programming, referred to as LP) problem is the objective function and constraints are linear optimization problem)

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