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danchunxingfa

于 2011-01-17 发布 文件大小:1KB
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  单纯形法,求解线性规划问题的通用方法。单纯形是美国数学家G.B.丹齐克于1947年首先提出来的。它的理论根据是:线性规划问题的可行域是 n维向量空间Rn中的多面凸集,其最优值如果存在必在该凸集的某顶点处达到。顶点所对应的可行解称为基本可行解。单纯形法的基本思想是:先找出一个基本可行解,对它进行鉴别,看是否是最优解;若不是,则按照一定法则转换到另一改进的基本可行解,再鉴别;若仍不是,则再转换,按此重复进行。因基本可行解的个数有限,故经有限次转换必能得出问题的最优解。如果问题无最优解也可用此法判别。 (Simplex method, for solving linear programming problems common method. Simplex is the American mathematician GB Danzig in 1947 first put forward. Its theory is based on: linear programming problem feasible region is n-dimensional vector space Rn convex set in the multi-faceted, and its optimal value must be if the vertices of a convex set to achieve. Feasible solution corresponding to the vertex is called a basic feasible solution. The basic idea of the simplex method is: first find a basic feasible solution, to identify it and see whether it is the optimal solution If not, switch to another according to certain rules to improve the basic feasible solution, and then identify if still No, the re-conversion, click here to repeat. Due to the limited number of basic feasible solution, it will be converted by the finite optimal solution can be reached. If the problem can also be the optimal solution method has been applied without discrimination. )

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