含自由变量LP问题的改进单纯形法

摘要

对于含自由变量的LP问题,为了得到比单纯形法[1]更有效的算法,通过研究在单纯形法迭代过程中,将自由变量化为非负变量再实施运算的规律,提出一种能节省存贮空间和提高运算速度的改进单纯形法.数值实验表明新算法是有效的.%For Linear Programming with free variables, to obtain more effective algorithms than simplex method, through the research into the operation rule of free variables after they are turned into non-negative variables in the process of iteration on simplex method, we offer an improved simplex method that can save storage space and increase operation speed. A numerical experiment indicates the new algorithm is effective.