Pingqi Pan, "A variant of the dual pivoting rule in linear programming", European Journal of Operational Research, vol. 15, no. 3, pp. 405-413, 1994.A variant of the dual pivoting rule in linear programming. Pingqi Pan. J. Inf. Optim. Sci . 1994...
Note:Please note that CPLEX calculates dual values for the QCP as long as the calculations do not interfere with presolve reductions. By settingcalculate QCP dual valuestoCPX_QCPDUALS_FORCE, CPLEX disables any presolve reductions that interfere with these dual-value calculations and calculates dual ...
In particular, convergence is established for a primal—dual algorithm that allows a different step in the primal and dual variables and does not require primal and dual feasibility.Finally, a new method for treating free variables is proposed. 展开 关键词: Linear programming Barrier methods ...
本文主要内容介绍线性规划问题 (Linear Programming) 及其对偶问题 (Dual Problem)。Introduction线性规划 (Linear Programming) 就是高中数学讲的那个线性规划,不过现在是从计算机的角度来谈这个问题的。给定一个目标函数 (Objective function) ,和若干个不等式约束 (Constraints) :...
Polynomial-time dual algorithms in linear programming 来自 Semantic Scholar 喜欢 0 阅读量: 23 作者: YE Nesterov 摘要: New effective iterative algorithms are proposed for linear programming. A theoretical b bound on the running time is derived for the solution of the linear programming problem. ...
Therelationshipbetweenprimalandduallinearprogramshasimmensevaluebothfromatheoreticalandacomputationalpointofview.Duality •Fornonlinearprogramming,theLagrangemultipliersarethedualvariables.•IftheoptimalLagrangemultiplierswereknownapriori,theoptimizationproblemwouldoftenbeeasiertosolve.Hencethequestion:➢Canwedefineanew...
dual linear programming是对偶线性规划,每个线性规划问题都有一个与之对应的对偶问题。对偶问题是以原问题的约束条件和目标函数为基础构造而来的。对偶问题也是一个线性规划问题,因此可以采用单纯形法求解。 对偶问题的最优解也可以通过原问题的最优解得到,反之亦然。而且,在某些情况下,利用对偶理论求解线性规划问题更...
Multiple-criterion control: a convex programming approach The performance of linear dynamic systems with respect to a non-linear increasing value function that aggregates convex functionals is investigated within ... JRH Carvalho,PAV Ferreira - 《Automatica》 被引量: 79发表: 1995年 ...
We develop a primal-dual simplex algorithm for multicriteria linear programming. It is based on the scalarization theorem of Pareto optimal solutions of multicriteria linear programs and the single objective primal-dual simplex algorithm. We illustrate the algorithm by an example, present some numerical...
then its dual problem is also a linear-programming problem with the form The original problem is called the primal problem. If the primal minimization problem is given as equations in nonnegative variables, then its dual is a maximization problem with less than or equal to constraints whose vari...