一类双线性规划的线性逼近算法  

Linear Approximation Algorithm for Bilinear Programming

作　　者：陈高波[1] 刘海燕[1] 商胜武[1] 

机构地区：[1]西南交通大学应用数学系,四川成都610031

出　　处：《西南交通大学学报》2002年第5期561-564,共4页Journal of Southwest Jiaotong University

摘　　要：讨论了一类双线性规划的优化问题。利用对偶原理 ,将双线性规划问题转化为极大极小问题 ,研究了该极大极小问题的线性逼近算法 ,并证明了该算法在有限步内收敛。采用Karmarkar算法优化初始迭代点 。A discussion is made of the optimization of a bilinear programming. The bilinear programming is converted into a max min problem on the principle of duality, and a linear approximation algorithm for the max min problem is presented, which proves to be convergent in finite steps. It is also shown that using Karmarkar algorithm to optimize the initial iteration point can make the linear approximation more effective.

关 键 词：对偶原理 KARMARKAR算法 极大极小问题 对偶线性规划 双线性规划 线性逼近算法 

分 类 号：O221.1[理学—运筹学与控制论]