| 求解凸比凸比式和问题的单纯形分支定界方法 |
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| 引用本文： | 申培萍,李卫敏.求解凸比凸比式和问题的单纯形分支定界方法[J].河南师范大学学报(自然科学版),2010,38(2). |
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| 作者姓名： | 申培萍 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 |
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| 基金项目： | 河南省科技创新杰出青年基金，河南省高校科技创新人才支持计划 |
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| 摘 要： | 针对凸比凸比式和问题提出一单纯形分支定界算法.该算法通过引入新的变量将原问题转化为一系列线性规划子问题,从而可用标准的单纯形方法求解这些子问题,且随着迭代次数的增加子问题规模并不扩大.另外从理论上证明了算法能收敛到原问题的全局最优解,且数值实验表明算法是可行的.
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| 关 键 词： | 全局优化 比式和 分支定界 |
A Simplicial Branch and Bound Algorithm for the Sum of Convex-convex Ratios Problem |
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| SHEN Pei-ping,LI Wei-min.A Simplicial Branch and Bound Algorithm for the Sum of Convex-convex Ratios Problem[J].Journal of Henan Normal University(Natural Science),2010,38(2). |
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| Authors: | SHEN Pei-ping LI Wei-min |
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| Abstract: | This paper presents a simplicial branch and bound algorithm for the sum of convex-convex ratios problem. The algorithm,by introducing new additional variables,converts the primal nonlinear problem into a sequence of linear programming problems,which can be solved by simplex method and do not grow in size from iteration to iteration. Moreover,convergence of the algorithm is established and numerical results are given to show the feasibility of the proposed algorithm. |
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| Keywords: | global optimization sum of ratios branch and bound |
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