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运筹学学报 >

2015 , Vol. 19 >Issue 3: 78 - 84

DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2015.03.010

运筹学

关于“线性规划界面算法的高效实现”

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  • 1. 东南大学数学系，南京, 210000

收稿日期: 2015-05-04

  网络出版日期: 2015-09-15

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 On “An efficient implementation of the face algorithm for linear programming”

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  • 1. Department of Mathematics, Southeast University, Nanjing 210000, China

Received date: 2015-05-04

  Online published: 2015-09-15

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摘要

对张等最近提出的潘界面算法实现方案进行了简化.

关键词： 线性规划; 界面算法; Cholesky分解; Sherman-Morrison公式

本文引用格式

潘平奇 . 关于“线性规划界面算法的高效实现”[J]. 运筹学学报, 2015 , 19(3) : 78 -84 . DOI: 10.15960/j.cnki.issn.1007-6093.2015.03.010

Abstract

Zhang et al recently propose another approach to Pan's face algorithm. This work gives a modification of the result.

Key words： linear programming; face algorithm; Cholesky factorization; Sherman-Morrison formula

参考文献

Zhang L H, Yang W H, Liao L Z. On an efficient implementation of the face algorithm for linear programming [J].  Journal of Computational Mathematics, 2013,  31(4): 335-354.
Pan P Q.  Linear Programming Computation [M]. Heidelberg: Springer-Verlag, 2014, 571-591.
Golub G H. Numerical methods for solving linear least squares problems [J].  Numer Math, 1965,  7: 206-216.


Golub G H, Van Loan C F.  Matrix Computations} (2edn) [M]. Baltimore: The Johns Hopkins University Press,  1989.

Saunders M A. Large scale linear programming using the Cholesky factorization [R]. Technical Report STAN-CS-72-152, Stanford University, 1972.

 
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