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广义分式规划Dinkelbach型算法的推广
引用本文:程丽. 广义分式规划Dinkelbach型算法的推广[J]. 浙江师范大学学报(自然科学版), 2006, 29(4): 389-393
作者姓名:程丽
作者单位:浙江师范大学,数理与信息工程学院,浙江,金华,321004;金华职业技术学院,师范学院,浙江,金华,321017
摘    要:就一类目标函数中有无限个分式的广义分式规划问题,在已有的相应的D inkelbach型算法的基础上作了进一步的推广,使其成为一簇算法;讨论了一个参数规划的性质和该簇算法的收敛性.结果表明:改进的D inkelbach型算法是该簇算法的一个特例,并且该簇算法在每次迭代时参数的取法有很大的灵活性,因而在求解时可允许有较大的误差而无损于相应的收敛速度.

关 键 词:分式规划  Dinkelbach型算法  参数规划  收敛性  超线性收敛
文章编号:1001-5051(2006)04-0389-05
收稿时间:2006-01-21
修稿时间:2006-09-10

Generalization of the Dinkelbach-type algorithm for generalized fractional programming
CHENG Li. Generalization of the Dinkelbach-type algorithm for generalized fractional programming[J]. Journal of Zhejiang Normal University Natural Sciences, 2006, 29(4): 389-393
Authors:CHENG Li
Affiliation:1. College of Mathematics, Physics and Information Engineering, Zhejiang Normal University, Jinhua Zhejiang 321004, China; 2. Jinhna College of Profession and Technology, Jinhua Zhejiang 321017, China
Abstract:The Dinkelbach-type algorithm for generalized fractional program whose objective function is composed of infinite fractions was generalized.Properties of a parameter program and convergence of a class of generalized algorithm were discussed.The results showed that the developed Dinkelbach-type algorithm in literatures were special cases of this generalized algorithm,parameter was showed to be flexible since errors could be allowed and super-linear convergence might be obtained.
Keywords:fractional program  parameter programming  Dinkelbach-type algorithm  convergence  super-linear convergence
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