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研究生: 莊文華
論文名稱: 線性規劃求解方法之研究—個案分析
Search Direction Analysis in Linear Programming -- Case Study
指導教授: 陸行
學位類別: 碩士
Master
系所名稱: 理學院 - 應用數學系
Department of Mathematical Sciences
論文出版年: 2001
畢業學年度: 89
語文別: 中文
論文頁數: 39
中文關鍵詞: 線性規劃求解方法投影法
外文關鍵詞: Linear programming, Search direction, Projection
相關次數: 點閱:358下載:61
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  • 線性規劃的求解方法依幾何觀點可區分為單體法(Simplex Method)和起源於Karmarkar的內點法(Interior Point Method),無論在理論上或應用上這兩者的許多變體仍然不斷地在改進中。Dantzig的單體法和它變體的演算法是從邊上角點走到另一角點直至到達最佳點,內點法則是透過這個可行地區的內部的可行點走到可行點的方法。眾所週知,當遭遇最壞案例時單體法求解速度的函數表示成指數形式;而內點法卻成多項式形式。就一般案例而言,實驗證據提議,當問題大小為小型時,以單體法求解速度較佳。而內點法僅僅在很大規模的線性規劃時,其解法優於以單體法為基礎的方法。

    儘管內點法求解速度較單體法為快,但大多數運用內點法求得最佳解的原理,都使用一個可行解區域內部的點作為起點(或稱為中心),然而就原始線性規劃問題而言,求得一可行解其複雜度和求得最佳解的複雜度是相同的。倘若能以單體法製造起始點的方法,搭配內點法的優點,產生一不同於過去單體法和內點法之新演算法,能降低求解速度,則是吸引人的課題。是故作者希望能以線性規劃問題的搜尋方向為主題加以整理,探討如何結合單體法及內點法的特性,深入研究搜尋方向在邊界上可能會發生的問題,並以一演算法為例,設計程式,作數據實驗,實際觀察問題發生的原因及提供解決的方法。


    封面頁
    證明書
    致謝詞
    論文摘要
    目錄
    表格目錄
    圖例目錄
    1 序論
    1.1 研究動機
    1.2 研究目的
    1.3 研究架構及範圍
    2 線性規劃的搜尋方向之探討
    2.1 線性規劃發展簡介
    2.2 文獻回顧
    2.2.1 仿射演算法
    2.2.2 有效搜尋法
    2.2.3 鄰近頂點上的單體演算法
    2.2.4 最陡峭邊單體演算法
    3 搜尋方向與投影法
    3.1 搜尋方向
    3.2 投影法
    4 投影矩陣的數值計算
    5 新演算法
    6 實證研究
    6.1 新演算法求解過程
    6.2 退化解問題
    6.3 起始點的影響
    7結果與討論
    8未來研究工作
    參考書目
    附錄
    附錄一
    附錄二
    附錄三
    附錄四
    附錄五

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