最小L1-模估计与有界线性规划问题
Minmum L1-Norm Estimation and Linear Programming with Variable Bounded
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摘要: 对任意有限制的有界解集的线性规划问题与从最小L1-模估计导出的线性规划问题的对隅形式等价性的定理证明做了改进,并从这一定理出发,利用求解线性规划的有效集法得到了求解有界线性规划问题的一阶段方法。Abstract: In this paper, the proof is improved to the theorem that any definite Linear Programming problem with a bounded solution set is equivalent to the dual of a Linear Programming problem deduced from a Minimum L1-Norm estimation problem. From the equvalence, we get One-Phase Mothed for solving the Linear Programming with variable bounds by active set method of Linear Programming. MoreBack