线性规划有效集法的Bland规则
Bland Criterion of Active Set Method in Linear Programming
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摘要: 讨论了线性规划有效集法产生循环的原因,给出了有效集法的Bland规则,并证明了遵守Bland规则的有效集法在求解退化的线性规划问题时可避免在退化点处发生死循环现象.Abstract: In this essay, the method for avoiding cycling to active set method, Bland Criterion are discussed. Revised algorithm is given and convergence property of the algorithm is proved.
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