linear program

基本解釋

In this paper, using risk-neutral probability, linear program and dual linear program, the equivalence conditions of arbitrage are proved.
利用線性規(guī)劃約束條件的線性組合作為目標函數(shù)的界，構(gòu)造對偶線性規(guī)劃。
Compared with other decomposition algorithm, it does not demand the original linear program ming to have a particular structure and it can be used to solve line…
本算法對原問題的形式無特殊要求，可推廣求解一般的高維相關(guān)性強的線性規(guī)劃問題。
From the method of predictive linear program based on the method GM(1,1), we build the center approach grey GM(1,1)model. Thus we improve the grey predictive linear program.
根據(jù)基于GM（1，1）模型的預(yù)測型線性規(guī)劃思想方法，建立了中心逼近式GM （1，1）模型，從而給出對灰色預(yù)測型線性規(guī)劃的改進。
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Program a basic linear algebra library (matrices, vectors, multiplication).
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線性規(guī)劃
Taking Pishihang irrigation district as an example,shadow price of irrigation water usage was calculated by dual program theory of linear program. Compared with the current water price,the result had import guiding significance to water price making in irrigation districts.
以淠史杭灌區(qū)為例,利用線性規(guī)劃對偶規(guī)劃理論測算灌區(qū)用水的影子價格,并將它們和現(xiàn)行水價作比較,其結(jié)果對灌區(qū)制定水價有重要的指導(dǎo)意義。
計算機科學(xué)技術(shù)
線性規(guī)劃
Resolved negative weights during interpolation by linear program.
針對插值過程中存在的負權(quán)值問題,采用線性規(guī)劃的方法加以解決。
線性程式