一类双线性规划的线性逼近算法
Linear Approximation Algorithm for Bilinear Programming
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摘要: 讨论了一类双线性规划的优化问题。利用对偶原理,将双线性规划问题转化为极大极小问题,研究了该 极大极小问题的线性逼近算法,并证明了该算法在有限步内收敛。采用Karmarkar算法优化初始迭代点,使线 性逼近算法更为有效。
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关键词:
- 对偶 /
- 线性 /
- 逼近 /
- 双线性规划 /
- Karmarkar算法
Abstract: A discussion is made of the optimization of a bilinear programming. The bilinear programming is converted into a max-min problem on the principle of duality, and a linear approximation algorithm for the max-min problem is presented, which proves to be convergent in finite steps. It is also shown that using Karmarkar algorithm to optimize the initial iteration point can make the linear approximation more effective.-
Key words:
- dual /
- linear /
- approximation /
- bilinear programming /
- Karmarkar algorithm
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