摘要
通过线性互补问题(LCP)的一个等价系统———Pang函数的区间斜率的构造,得到了LCP问题的Krawczyk区间算子的迭代算法,证明了该算法是可以在计算机上得以确认的一种检验方法;同时阐述了如何将对偶线性规划问题转化为LCP问题的方法,由此获得计算对偶线性规划问题的区间迭代算法.由算例可知,其数值结果是很好的.
Discussed is the constitution of the interval slope of the Pang function—an equivalent system of the linear complementarity problem (LCP). An iterative algorithm of the Krawczyk interval operator for LCP, which can be confirmed on computer, is given. Besides, a method is introduced to transfer the dual linear programming problem into LCP, thus, the interval iterative algorithm for the dual linear programming problem is obtained. Examples show that the calculated results are satisfactory.
出处
《河海大学学报(自然科学版)》
CAS
CSCD
北大核心
2003年第5期601-604,共4页
Journal of Hohai University(Natural Sciences)
基金
河海大学科技创新基金资助项目(2002405543)