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解决线性规划系统识别问题的新方法 被引量:1

A new method to solve problem of linear programming system identification
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摘要 对一类特殊的逆线性规划问题———线性规划系统识别———进行研究,即试图通过给定的输入-输出数据来估计线性规划模型的技术系数矩阵以及目标函数系数.构建了估计技术系数矩阵的行估计模型,并对该模型进行改进得到更好的估计模型;基于Troutt提出的最大决策效率方法,构建了估计标准化目标函数系数的模型;通过两个数值算例说明该估计方法具有良好的表面有效性,且符合提出的后续验证准则. A special kind of inverse linear programming called linear programming system identification ,w hich seeks to estimate the technological coefficient matrix and the objective function coefficient vector with the given input-output data ,is considered .The row estimation model and the modified row estimation model are constructed to estimate the technological coefficient matrix ,and based on the maximum decision-making efficiency approach proposed by T routt ,an estimation model is constructed to estimate the objective function coefficient vector . It is found that the estimation method exhibits excellent face validity for two test datasets , and corresponds with the proposed subsequent validation criteria .
作者 杨德权 王佳
出处 《大连理工大学学报》 EI CAS CSCD 北大核心 2014年第1期139-146,共8页 Journal of Dalian University of Technology
关键词 运筹学 逆线性规划 估计模型 线性规划系统识别 operational research inverse linear programming estimation model linear programmingsystem identification
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参考文献16

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