| 一类多乘积规划问题的对偶界方法 |
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| 引用本文： | 申培萍,刘晓,李卫敏. 一类多乘积规划问题的对偶界方法[J]. 河南师范大学学报(自然科学版), 2009, 37(1) |
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| 作者姓名： | 申培萍 刘晓 李卫敏 |
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| 作者单位： | 河南师范大学,数学与信息科学学院,河南,新乡,453007;河南师范大学,数学与信息科学学院,河南,新乡,453007;河南师范大学,数学与信息科学学院,河南,新乡,453007 |
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| 基金项目： | 国家自然科学基金,河南省科技创新杰出青年基金 |
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| 摘 要： | 针对一类目标函数和约束函数都是多乘积的规划问题给出一种求其全局最优解的分支定界算法.该算法利用Lagrange对偶理论将其中关键的定界问题转化为一系列易于求解的线性规划,并且这些线性规划的规模固定不变,从而更容易应用到实际问题中.理论分析和数值算例表明提出的算法可行有效.
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| 关 键 词： | 全局优化 比式和 分支定界 对偶界 |
On the Global Optimization for a Class of Sum of Convex-Convex Ratios Problem |
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| SHEN Pei-ping,LIU Xiao,LI Wei-min. On the Global Optimization for a Class of Sum of Convex-Convex Ratios Problem[J]. Journal of Henan Normal University(Natural Science), 2009, 37(1) |
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| Authors: | SHEN Pei-ping LIU Xiao LI Wei-min |
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| Affiliation: | College of Mathematics and Information Science;Henan Normal University;Xinxiang 453007;China |
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| Abstract: | This paper presents a branch and duality bound algorithm for globally solving the sum of convex-convex ratios problem with nonconvex feasible region.The algorithm uses a branch and bound scheme where Lagrangian duality theory is used to obtain the lower bounds.As a result,the lower-bounding subproblems during the algorithm search are all ordinary linear programs that can be solved very efficiently and that do not grow in size from iteration to iteration.Convergence of the algorithm is proved and some numeri... |
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| Keywords: | global optimization sum of ratios branch and bound duality bound |
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