The saddlepointalgorithm (SPA) is an iterative method for linear programming (LP) , which convergence rate slows down in approaching the saddlepoint. For this deficiency of the saddlepointalgorithm, the saddl...
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ISBN:
(纸本)9781612848334
The saddlepointalgorithm (SPA) is an iterative method for linear programming (LP) , which convergence rate slows down in approaching the saddlepoint. For this deficiency of the saddlepointalgorithm, the saddle point conjugate gradient algorithm (SPCGA) was provided. Explained the principle of the new algorithm and showed results of LP problems calculated by the new algorithm.
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