| 一类多乘积优化问题求解的新方法 |
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| 作者单位： | ;1.河南师范大学数学与信息科学学院 |
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| 摘 要： | 利用所考虑问题的结构特点,提出一种新的线性化方法.该方法利用函数的二阶导数信息,线性化过程更为直接.为改善算法收敛速度,提出一个新的区域缩减准则.理论上证明了算法的收敛性,数值算例表明算法是有效可行的.
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| 关 键 词： | 全局优化 分支定界 线性松弛 多乘积约束 区域缩减 |
A New Method for Solving a Class of Multiplicative Programming |
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| Institution: | ,College of Mathematics and Information Science,Henan Normal University |
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| Abstract: | By using the characteristics of the problem considered in this paper,a new linearization method is presented.This method utilizes the information of second derivative,which makes it more directly.Convergence of the algorithm is established and numerical results are given to show the feasibility and effectiveness. |
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| Keywords: | global optimization branch and bound linearrelaxation multiplicative constraints region reducing |
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