CPLEX Lindo Lingo Matlab 202166 2 f 1
计算软件 CPLEX Lindo / Lingo Matlab 2021/6/6 山东大学 软件学院 2
例子 依次输入如下命令: f = [1 1 1 1]' A = [-1 -1 0 0 0; -1 0 0 0; 0 -1 0 0; 0 0 -1 0; 0 0 0 -1] B = [-1; -1; -1; -1] xm = [0 0 0 0] [x, f_opt, exit_flag, output] = linprog(f, A, B, [], xm) 2021/6/6 山东大学 软件学院 10
单纯形算法不是多项式时间的 Theorem [KM 82] For every d > 1 there is an LP with 2 d equations, 3 d variables, and integer coefficients with absolute value bounded by 4, such that simplex may take 2 d – 1 iterations to find the optimum. 2021/6/6 山东大学 软件学院 13
解LP的多项式时间算法 椭球法 L. G. Khachian, A polynomial algorithm for linear programming. Doklady Akad. Nauk USSR, 244(5): 1093 -1096, 1979. 内点法 N. Karmarkar. A new polynomial-time algorithm for linear programming. Combinatorica, 4(4): 373 -395, 1984. 2021/6/6 山东大学 软件学院 15
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