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New algorithms for linear programming

New algorithms for linear programming The problem of solving a linear programming is converted into that of solving an unconstrained maximization problem in which the objective function is concave. Two algorithms are proposed. These two algorithms have very simple structure and can be implemented easily. For any given precision, the algorithms will terminate in a finite number of steps. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

New algorithms for linear programming

Acta Mathematicae Applicatae Sinica , Volume 8 (1) – Jul 13, 2005

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Publisher
Springer Journals
Copyright
Copyright © 1992 by Science Press, Beijing, China and Allerton Press, Inc., New York, U.S.A.
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/BF02006070
Publisher site
See Article on Publisher Site

Abstract

The problem of solving a linear programming is converted into that of solving an unconstrained maximization problem in which the objective function is concave. Two algorithms are proposed. These two algorithms have very simple structure and can be implemented easily. For any given precision, the algorithms will terminate in a finite number of steps.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jul 13, 2005

References