基于博弈迭代法的有限资源优化分配算法

V. Vilisov
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引用次数: 1

摘要

本文提出了一种求解线性规划问题(LPP)的算法,该算法将线性规划问题表示为对抗矩阵对策,并用迭代法求解该对策。该算法以计算机程序的形式实现。研究了在要求精度下解的估计收敛到实际值的速度。软件实现显示了在分数或秒单位内以可接受的精度获得LPP解决方案的高速。这允许在嵌入式系统中使用算法进行最优控制。
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Algorithm for optimal allocation of limited resources based on the game iteration method
The article proposes an algorithm for solving a linear programming problem (LPP) based on the use of its representation in the form of an antagonistic matrix game and the subsequent solution of the game by an iterative method. The algorithm is implemented as a computer program. The rate of convergence of the estimates of the solution to the actual value with the required accuracy has been studied. The software implementation shows a high speed of obtaining the LPP solution with acceptable accuracy in fractions or units of seconds. This allows the use algorithm in embedded systems for optimal control.
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