A Discussion of the Saddle Point Algorithm for Large Scale LP Problems
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This paper discusses an extremely rapid algorithm for lincar programming whích ís based upon the direct approach to the saddle point of the Lagrangean. The algoríthm appears particularly well suited for problems of high dimensions and with a sígnificant numbers of non zero elements.
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尚毅,张国光,成孟金.关于大型线性规划问题鞍点算法的讨论[J].国防科技大学学报,1995,17(1):122-132. Shang Yi, Zhang Guoguang, Cheng Mengjin. A Discussion of the Saddle Point Algorithm for Large Scale LP Problems[J]. Journal of National University of Defense Technology,1995,17(1):122-132.