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An Accelerated Simplex Method(PDF)


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An Accelerated Simplex Method
KongRuirui QiuRuchen ① ZhouTianhui
School of Information Control,Qingdao University of Science and Technology,Qingdao 266042)
simplex method opt imizat ion modif icat ion accelerat ion convergence velocity
A new modif ied simplex method can effect ively accelerate convergence velocity of iteration. A new ex pansion direct ion is added. The“Mapping Simplex Method” is used instead of the “ Substitution of Simplex Vertex es”. T he“ Simplex Compression” can be chosen in the calculation. The result s show that the modif ied simplex method allow s broader initial values w ith fast convergence velocity, whose iterations decrease from 50 ~ 100 to about 30 t imes. New method can effect ively avoid degenerat ion and failure in the calculat ion, and can be successfully used in the engineering optimum and data processing .


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Last Update: 2013-03-17