| 带指数的多乘积约束下多项式函数的全局最优解 |
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| 引用本文： | 陈永强,李晓爱,程维新,穆晓霞.带指数的多乘积约束下多项式函数的全局最优解[J].河南师范大学学报(自然科学版),2013,41(4):1-4. |
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| 作者姓名： | 陈永强 李晓爱 程维新 穆晓霞 |
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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： | 国家自然科学基金，河南师范大学青年科学基金，河南省基础与前沿技术研究项目 |
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| 摘 要： | 对广泛应用于金融、证券投资等实际问题中的带指数的多项式函数的极小值问题(P1)提出了一种有效的全局优化算法.从理论上证明了本算法的收敛性,数值实验表明提出的方法是可行和有效的.
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| 关 键 词： | 全局最优化 带指数的多乘积约束 分枝定界 多项式函数 |
Global Minimization of a Polynomial Function Under Additional Multiplicative Constraints with Exponent |
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| CHEN Yongqiang
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LI Xiaoai
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CHENG Weixin
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MU Xiaoxia.Global Minimization of a Polynomial Function Under Additional Multiplicative Constraints with Exponent[J].Journal of Henan Normal University(Natural Science),2013,41(4):1-4. |
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| Authors: | CHEN Yongqiang LI Xiaoai CHENG Weixin MU Xiaoxia |
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| Institution: | (College of Mathematics and Information Science,Henan Normal University,Xinxiang 453007,China) |
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| Abstract: | An efficient optimization algorithm for globally solving apolynomial function minimization under additional multiplicative constraints with exponent can be applied to such as finance and investment pratical problems.theoretically,the proof which the proposed branch and bound algorithm is convergent to the global minimum is provided.And the numerical experiments illustrate the feasibility and eficienc of the proposed algorithm. |
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| Keywords: | global optimization additional multiplicative constraints with exponent branch and bound polynomial funtion |
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