Presentation 1998/2/5
Self Varidating Simplex Method for Calculating Optimal Value of Linear Programming Problem
Katsuhisa DOUWAKI, Masahide KASHIWAGI,
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Abstract(in English) In this report we propose a linear programming with guaranteed accuracy. Linear programming with guaranteed accuracy mean linear programming which calculate not only a numerical result but also mathematically rigorous error estimation of the result. We represent the result using interval which include the error. Numerical computation using computer always includes the rounding error. But by controlling the direction of the rounding error appropriately, we can calculate the result which always includes the objective value. So in this report we propose a lemma which shows the direction of the rounding and we explain the realization of a linear programming with guaranteed accuracy.
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Keyword(in English) guaranteed accuracy / linear programming / simplex method / rounding
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Conference Information
Committee NLP
Conference Date 1998/2/5(1days)
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Registration To Nonlinear Problems (NLP)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Self Varidating Simplex Method for Calculating Optimal Value of Linear Programming Problem
Sub Title (in English)
Keyword(1) guaranteed accuracy
Keyword(2) linear programming
Keyword(3) simplex method
Keyword(4) rounding
1st Author's Name Katsuhisa DOUWAKI
1st Author's Affiliation Graduate School of Information Science and Electrical Engineering, Kyushu University()
2nd Author's Name Masahide KASHIWAGI
2nd Author's Affiliation Graduate School of Information Science and Electrical Engineering, Kyushu University
Date 1998/2/5
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Volume (vol) vol.97
Number (no) 530
Page pp.pp.-
#Pages 7
Date of Issue