线性约束优化问题一类算法  

A Class of Algorithm for Linear Constrined Optimization

作　　者：徐树荣[1] 姚宏兵[1] 陈有青[1] 

机构地区：[1]中山大学

出　　处：《工程数学学报》1992年第2期39-47,共9页Chinese Journal of Engineering Mathematics

基　　金：国家自然科学基金;中山大学高等学术研究中心基金

摘　　要：本文基于内点算法思想,给出一类线性约束优化问题的算法,并用于求解线性规划,线性分式规划,二次规划等线性约束非线性规划问题。In this paper based on method of intcroir points we give a class of algorthm for constrained optimization with linear constraints. We apply them to solve linear propramming problem with constrained matrix 488 × 324, linear fractional programming and quadric programming problema. Numerical results show their efficiency.

关 键 词：约束优化 线性 算法 非线性规划 

分 类 号：O224[理学—运筹学与控制论]