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在微机上解大型线性规划的有效集法FORTRAN程序ACTLP
引用本文:杨中华, 史明仁. 在微机上解大型线性规划的有效集法FORTRAN程序ACTLP[J]. 北京工业大学学报, 1988, 14(1): 79-84.
作者姓名:杨中华  史明仁
作者单位:北京工业大学应用数学系(杨中华),北京工业大学应用数学系(史明仁)
摘    要:介绍了一个应用有效集法并结合解多目标规划思想的求解线性规划的程序。由于该程序使用了稀疏矩阵的压缩存贮技术,使得在512K内存的PC机及其兼容机上能求解3000个决策变量,1500个约束(不包括上、下界约束),原始数据(不包括右端项)的非零元素不超过15000个的大型线性规划问题它在输入数据、修改模型、特别是增减约束等方面比单纯形法远为方便,运算速度尤其令人满意。

关 键 词:线性规划  有效集方法  稀疏矩阵  压缩存贮
收稿时间:1987-11-02

A FORTRAN Routine of Active Set Method for Solving Large Scale Linear programming with a Microcomputers
Yang Zhonghua, Shi Mingren. A FORTRAN Routine of Active Set Method for Solving Large Scale Linear programming with a Microcomputers[J]. Journal of Beijing University of Technology, 1988, 14(1): 79-84.
Authors:Yang Zhonghua Shi Mingren
Affiliation:Yang Zhonghua Shi Mingren
Abstract:A routine of active set method combined with the idea of solving multiple objective programming is proposed for solving LP. Owing to the memory-compacting technique for sparse matrix, It can solve the large scale LP problems with 3000 decision variables, 1500 constraints not including upper and lover bound constraints and nonzero elements of oriqinal data is less than 15000 large scale linear programming problems except those on the right on the microcomputers such as IBM-PC and its compatible computers with 512K memory. It is much more convenient than the simplex method in inputing data, modifing models and particularly in adding or deleting constraints. Its execution speed is also faster additionally.
Keywords:Large scale   linear Programming   active set method   sparse matrix   memory-compacting  
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