每年出版 12 期
ISSN 打印: 1064-2315
ISSN 在线: 2163-9337
Indexed in
Solving the Problem of Linear Programming on the Basis of Multiplex Approach
摘要
A technique of solving linear programming (LP) problem on a set of arguments is suggested. The set is prescribed by a system of linear inequalities. The technique uses construction of a finite sequence of simplified estimates in the form of cones by goal-oriented adjunction and rejection of corresponding half-spaces. An iterative algorithm of enumerating of constraints, which are adjuncted, is substantiated and derived. A new software module for solving LP problem in MATLAB environment is created. Its comparison with a standard MATLAB function (linprog) demonstrated significant advantages both in quick-action (not less, than eight times faster) and in possibility of solving large-dimension LP problems (more, than one hundred variables).