| 一种求非负权重最优组合预测的新方法 |
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| 引用本文： | 陈雁,王福林.一种求非负权重最优组合预测的新方法[J].东北农业大学学报,2008,39(4):55-58. |
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| 作者姓名： | 陈雁 王福林 |
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| 作者单位： | 东北农业大学工程学院,哈尔滨,150030 |
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| 摘 要： | 对于非负权重最优组合预测模型,文章提出一种新的求解方法—Wolfe方法。它以Kuhn-Tucker条件为基础把二次规划问题转化成线性规划问题。文章给出具体的实现方法并总结出解决这类问题通用的线性规划模型。最后,通过实例说明这种方法是行之有效的。
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| 关 键 词： | 组合预测 二次规划 Wolfe法 K-T条件 |
A new method for solving the optimal combined forecasts of non-negative weights |
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| CHEN Yan,WANG Fulin.A new method for solving the optimal combined forecasts of non-negative weights[J].Journal of Northeast Agricultural University,2008,39(4):55-58. |
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| Authors: | CHEN Yan WANG Fulin |
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| Abstract: | The paper put forward a new method-Wolfe's method to solve the optimal combined forecasts of non-negative weights.It transformed quadratic programming problem to linear programming problem based on Kuhn-Tucker condition,gave the detailed procedure,and generalized the linear programming model which could solve the problems.Finally,the method was proved to be valid through a example. |
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| Keywords: | combined forecasts quadratic programming Wolfe method K-T condition |
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