| 不定二次规划的全局优化算法 |
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| 引用本文： | 蔡剑.不定二次规划的全局优化算法[J].科学技术与工程,2008,8(3):612-615. |
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| 作者姓名： | 蔡剑 |
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| 作者单位： | 南京航空航天大学金城学院,南京,211156 |
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| 基金项目： | 山东省优秀中青年科学家科研奖励基金 |
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| 摘 要： | 对不定二次规划问题提出了一个新的确定型全局优化算法,通过对目标函数和约束函数的线性下界估计,建立了不定二次规划的松弛线性规划.通过对松弛线性规划可行域的细分,以及一系列松弛线性规划的求解过程,并通过实例证明了算法能收敛到原问题的全局最优解.
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| 关 键 词： | 不定二次规划 线性化方法 全局优化 |
| 收稿时间： | 2007-10-09 |
| 修稿时间： | 2007年10月9日 |
Linearization Method of Global Optimization for Indefinite Quadratic Programming Problems |
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| CAI Jian.Linearization Method of Global Optimization for Indefinite Quadratic Programming Problems[J].Science Technology and Engineering,2008,8(3):612-615. |
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| Authors: | CAI Jian |
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| Abstract: | Many methods for solving indefinite quadratic programming problems can only find locally optimal solutions . A method for finding the globally optimal solutions of indefinite quadratic programming problems is given. The proposed method uses a convenient linearization technique to systematically convert a indefinite quadratic programming problems into a series of relaxed linear programming problems. The example in the literature is tested to demonstrate that the proposed method can systematically solve the example to find the global optimum by solving a sequence of linear programming problems over partitioned subsets. |
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| Keywords: | indefinite quadratic programming linearization method global optimization |
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