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单词 Surplus variable
释义

Surplus variable

中文百科

单纯形法 Simplex algorithm

(重定向自Surplus variable)

数学最优化中,由George Dantzig发明的单纯形法(simplex algorithm)是线性规划问题的数值求解的流行技术。有一个算法与此无关,但名称类似,它是Nelder-Mead法或称下山单纯形法,由Nelder和Mead发明(1965年),这是用于优化多维无约束问题的一种数值方法,属于更一般的搜索算法的类别。

这二者都使用了单纯形的概念,它是N维中的N + 1个顶点的凸包,是一个多胞体:直线上的一个线段,平面上的一个三角形,三维空间中的一个四面体,等等。

英语百科

Simplex algorithm 单纯形法

(重定向自Surplus variable)
A system of linear inequalities defines a polytope as a feasible region. The simplex algorithm begins at a starting vertex and moves along the edges of the polytope until it reaches the vertex 
of the optimum solution.
Polyhedron of simplex algorithm in 3D
The graph of a strictly concave quadratic function is shown in blue, with its unique maximum shown as a red dot. Below the graph appears the contours of the function: The level sets are nested ellipses.

In mathematical optimization, Dantzig's simplex algorithm (or simplex method) is a popular algorithm for linear programming. The journal Computing in Science and Engineering listed it as one of the top 10 algorithms of the twentieth century.

The name of the algorithm is derived from the concept of a simplex and was suggested by T. S. Motzkin. Simplices are not actually used in the method, but one interpretation of it is that it operates on simplicial cones, and these become proper simplices with an additional constraint. The simplicial cones in question are the corners (i.e., the neighborhoods of the vertices) of a geometric object called a polytope. The shape of this polytope is defined by the constraints applied to the objective function.

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