Gilmore-Gomory算法避免产生循环的迭代规则

Pivoting Rules for Avoiding Cycles in the Gilmore-Gomory Algorithm

  • 摘要: 分式规划在管理模型中时常遇到,而且在一般情况下变量个数很多。Gilmore和Gomory提出一种算法1,将分式规划用变形的单纯形法来求解。
    本文论述了Gilmore—Gomory算法在迭代过程中有可能产生死循环,从而造成计算失败。为克服这个缺陷,本文给出了一种避免死循环的迭代规则,使该算法臻于完善。

     

    Abstract: Fractional programming appears often in the management model. It can be Solved by the Gilmore-Gomory algorithm.
    In our paper. we have constructed counterexample Showing that the Gilmore-Gomory algorithm may produce cycles, so that the computation is impossible. In this paper. we also give new finite pivoting rules and show that using this new pivoting rules cycles are avoided.

     

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