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On gradient simplex methods for linear programs

机译:线性程序的梯度单纯形法

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A variety of pivot column selection rules based upon the gradient criteria(including the steepest edge) have been explored to improve the efficiency of the primalsimplex method. Simplex-like algorithms have been proposed imbedding the gradientdirection (GD) which includes all variables whose increase or decrease leads to an improvementin the objective function. Recently a frame work has been developed in thesimplex method to incorporate the reduced-gradient direction (RGD) consisting of onlyvariables whose increase leads to an improvement in the objective function. In this paper,the results are extended to embed GD in the simplex method based on the conceptof combining directions. Also mathematical properties related to combining directionsas well as deleting a variable from all basic directions are presented.
机译:已经探索了各种基于梯度准则(包括最陡峭边缘)的枢轴列选择规则,以提高primalsimplex方法的效率。已经提出了类似单纯形的算法,该算法包括梯度方向(GD),该方向包括所有变量,这些变量的增加或减少会导致目标函数的改善。近来,已经在简单方法中开发了框架,以结合仅由变量组成的降低梯度方向(RGD),其增加导致目标函数的改善。本文将结果推广到基于组合方向概念的单纯形法嵌入GD。还介绍了与组合方向以及从所有基本方向删除变量有关的数学属性。

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