The multiplex method for linear programming
The multiplex method for linear programming
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线性规划的复用方法
DOI:
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发表时间:
1958
期刊:
影响因子:
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通讯作者:
R. Frisch
中科院分区:
文献类型:
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作者:
R. Frisch
1. The problem In standard form the linear programming problem can be formulated as follows. satisfying m linearly independent linear equations. The number of degrees of freedom is consequently n and it is always possible at least in one way to express all the variables in terms of a set of n basis variables, linearly indepen dent amongst themselves. Let be such a basis set. The equations may then be written in the standard form xj = &jo + s hkxk (j where the bj0 and bjk are constants. Obviously i?k =j bjQ = 0 and bjk = otherwise t: If the equations (1.3) are taken for all j = 1,2,...,n+m, we get a system of equations that are linearly dependent, but if we take (1.3) only for1 j we get a system of equations that are linearly independent. More precisely : If the coefficients bj0 and bjk have any values whatsoever, m equations of the form (1.3) for We consider a linear preference function f = P0+PwV*+Pvtv+ ? +Puflu> ? (L5) where the pk (k = 0, u, v ... w) are any given constants positive, negative or zero. It does not restrict generality if we assume that only basis variables occur in (1.5). Indeed, any linear function of all the n+m variables will assume the form (1.5) when all the variables are expressed in terms of the basis variables by means of (1.3). The linear programming problem is the problem of determining that one or those sets of values of the variables that will maximize (1.5) subject to two sets of conditions. In the first place the equations (1.3), and in the second place the non-negativity conditions expressed by the inequalities iVe use the inverted parenthesis)...(to denote "exclusion of".