一种提高解大规模线性规划数值解精度的算法  

An algorithm for increasing the accuracy of solving thelarge scale linear programming

作　　者：李菊娥[1] 冯晓慧[1] 任春丽[1] 

机构地区：[1]西安电子科技大学理学院,陕西西安710071

出　　处：《西安电子科技大学学报》1999年第6期780-783,共4页Journal of Xidian University

摘　　要：文中基于对基阵采用ＬＵ 分解方法的数值误差分析，提出一种能提高线性规划问题解的精度ＰＤ算法．该算法对线性规划问题的所有数据的量级予以调整，降低了ＬＵ 分解的数值误差，从而提高了大规模线性规划问题解的精确度．This paper presents a PD algorithm for increasing the accuracy of solving the large scale linear programming. The method is based on the numerical error analysis of LU decomposition for basis matrix. Because of the reduction in the numerical error of LU decomposition, the accuracy of solutions of large scale linear programming is increased. This algorithm is effective for the elements of a coefficient matrix of the large scale linear programmings with large difference.

关 键 词：线性规划 PD算法 数值误差分析 

分 类 号：O224[理学—运筹学与控制论]