| 线性分式和规划问题的分母输出空间分支定界算法 |
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| 引用本文： | 井霞,高岳林. 线性分式和规划问题的分母输出空间分支定界算法[J]. 河南师范大学学报(自然科学版), 2011, 39(4): 1-5,21 |
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| 作者姓名： | 井霞 高岳林 |
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| 作者单位： | 1. 宁夏大学数学计算机学院,银川,750021
2. 宁夏大学数学计算机学院,银川750021;北方民族大学信息与系统科学研究所,银川750021 |
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| 基金项目： | 国家自然科学基金(60962006) |
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| 摘 要： | 提出了一种新的线性分式和规划问题的分母输出空间分支定界算法,并证明了算法的收敛性.在这个算法中,以目标函数中每个分式的分母作为变量构成输出空间,对这些变量的取值范围笛卡尔乘积构成的超矩形进行剖分,在决策变量远远大于分式的个数时可以大大地降低计算量,同时用线性规划松弛技术确定下界.数值实验表明所提出的算法可行有效.
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| 关 键 词： | 全局最优化 线性分式和规划 分支定界 输出空间 |
A Denominators' Outcome-space Branch and Bound Algorithm for Solving Linear Fractional Sum Programming Problems |
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| JING Xia,GAO Yue-lin. A Denominators' Outcome-space Branch and Bound Algorithm for Solving Linear Fractional Sum Programming Problems[J]. Journal of Henan Normal University(Natural Science), 2011, 39(4): 1-5,21 |
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| Authors: | JING Xia GAO Yue-lin |
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| Affiliation: | JING Xia1,GAO Yue-lin1,2(1.School of Mathematics and Computer Science,Ningxia University,Yinchuan 750021,China,2.Northern University for Nationalities,Institute of Information and System Science,China) |
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| Abstract: | A new branch and bound algorithm is proposed for solving linear fractional sum programming problems and the convergence of the algorithm is proved.In this algorithm,the denominators of the fractions in the target function are as variables to construct outcome space.The super-rectangular which is the Cartesian product of the variables ranges is partitioned.When the number of the decision variables is far greater than the number of fractions,the computation can be reduced significantly.The linear programming ... |
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| Keywords: | global optimization linear fractional sum programming branch and bound outcome space |
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