Volume 29 Issue 6
Jun.  2003
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Sun Xianfang, Teng Jitao, Fan Yuezuet al. Dual Linera Programming Approach for Parameter Uncertainty Interval Estimation[J]. Journal of Beijing University of Aeronautics and Astronautics, 2003, 29(6): 529-533. (in Chinese)
Citation: Sun Xianfang, Teng Jitao, Fan Yuezuet al. Dual Linera Programming Approach for Parameter Uncertainty Interval Estimation[J]. Journal of Beijing University of Aeronautics and Astronautics, 2003, 29(6): 529-533. (in Chinese)

Dual Linera Programming Approach for Parameter Uncertainty Interval Estimation

  • Received Date: 08 Apr 2002
  • Publish Date: 30 Jun 2003
  • The parameter uncertainty interval estimation (PIE) problem was transferred into a set of dual linear programming (DLP) problems, and an improved simplex method was proposed to solve these DLP problems. The dual relationship between the variables of the DLP problems was used to directly compute an initial basic feasible solution, so that the process of finding an initial basic feasible solution is removed. Moreover, the largest reduction rule was used in the determination of both entering and leaving variables, and thus the iterative number was reduced. Considering that all the DLP problems derived from a PIE problem have the same objective function and constraint matrix, a unified simplex method was given to solve all the DLP problems in a single searching procedure. Simulation results show the effectiveness of the proposed algorithm.

     

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