数学
极小极大
数学优化
线性规划
线性分式规划
应用数学
非线性规划
最优化问题
分式程序设计
非线性系统
极大极小近似算法
线性系统
标识
DOI:10.1016/0096-3003(91)90101-r
摘要
This paper gives a new method to solve a class of linear programming problems. We transform the problem to a linear minimax problem, and introduce the concept of weighted center, which is on the intersection of two planes. Using this property of the weighted center, we can find successively the intersections of the 2, 3,..., n + 1 top planes. The last intersection is just the solution of the linear minimax problem. We can then obtain the solution of the linear programming problem by transforming the solution back to the original space. However, the transformation is not necessary, and we can find the solution of the linear programming problem directly. The complexity of this method is less than O(n^4), and so it is a polynomial algorithm. Numerical examples are given to show its efficiency.
科研通智能强力驱动
Strongly Powered by AbleSci AI