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求解带非凸二次约束的广义二次分式规划最小值的全局算法
引用本文:张曙光,陈永强,贾利新. 求解带非凸二次约束的广义二次分式规划最小值的全局算法[J]. 河南科学, 2010, 28(6): 638-641
作者姓名:张曙光  陈永强  贾利新
作者单位:焦作师范高等专科学校数学系,河南,焦作,454000;河南师范大学,数学与系统科学学院,河南,新乡,453007;信息工程大学,电子技术学院,郑州,450004
基金项目:Research Supported by the National Natural Science Foundation of China under Grant(10671057)
摘    要:
基于最近发展的单调优化理论,提出了求解带非凸二次约束的广义二次分式规划最小值的全局算法,给出了算法的收敛性证明. 数值实验表明了该算法的可行性和有效性.

关 键 词:全局最优化  分式规划  单调优化

A Global Algorithm for Minimizing Generalized Quadratic Fractional Programs with Nonconvex Quadratic Constraints
Zhang Shuguang,Chen Yongqiang,Jia Lixin. A Global Algorithm for Minimizing Generalized Quadratic Fractional Programs with Nonconvex Quadratic Constraints[J]. Henan Science, 2010, 28(6): 638-641
Authors:Zhang Shuguang  Chen Yongqiang  Jia Lixin
Affiliation:1. Department of Mathematics,Jiaozuo Teacher’s College,Jiaozuo 454000,Henan China; 2. College of Mathematics and Information Science,Henan Normal University,Xinxiang 453007,Henan China; 3. Electronic Technology Institute,Information Engineering University,Zhengzhou 450004,China)
Abstract:
In this paper,a global algorithm is proposed for solving generalized quadratic fractional programs with nonconvex quadratic constraints (P1).Due to its intrinsic difficulty,less work has been devoted to globally solving this problem.The proposed algorithm is based on the recently developed theory of monotonic optimization,and it turns out that the optimal solution which is provided by the algorithm is adequately guaranteed to be feasible and to be close to the actual optimal solution.Convergence of the algorithm is shown and the numerical experiments is reported to show the feasibility and effectiveness of the proposed algorithm.
Keywords:global optimization  fractional programming  monotonic optimization
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