袁亞湘研究員學(xué)術(shù)報告之瞎子爬山與最優(yōu)化方法-文庫吧資料
2024-12-29 15:15本頁面
【正文】 Question: limx?0+ 5/x = ? because limx?0+ 8/x = 8 線性規(guī)劃 :單純形法 ? Linear Programming (LP) Problem: min cT x A x = b x ≥ 0 單純形方法 逐步調(diào)整 N ? 得到解 G. Dantzig(19142021) 線性規(guī)劃的另兩個奠基者 Leonid Kantorovich John von Neumann (19121986) (19031957) 小人物 ?? 大人物 ? Hotelling(18851973) ： “ But we all know the world is nonlinear.‖ ? Von Neumann(19031957): ―Mr. Chairman, Mr Chairman, if the speaker doesn’t mind, I would like to reply for him. The speaker titled his talk `linear programming’ and carefully stated his axioms. If you have an application that satisfies the axioms, well use it. If it does not, then don’t.‖ 線性規(guī)劃：內(nèi)點(diǎn)法 ?Interior Point Method (Karmarkar, 1984) ? xk 0 ? 內(nèi)點(diǎn) November 19, 1984 內(nèi)點(diǎn)法 與 罰函數(shù) min cTx . A x = b x = 0 Logbarrier function: min c
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