| 一类多乘积问题的全局优化方法 |
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| 引用本文： | 李晓爱,汪春峰.一类多乘积问题的全局优化方法[J].河南师范大学学报(自然科学版),2013,41(3):1-4. |
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| 作者姓名： | 李晓爱 汪春峰 |
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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，河南省重点科技攻关计划项目，河南省基础与前沿技术研究计划项目 |
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| 摘 要： | 给出一类多乘积问题(P)的全局优化方法.首先将(P)转化为其等价问题(Q),利用变量代换,把(Q)写成(EQ)形式,然后建立(EQ)松弛线性规划(RLEQ),通过求解一系列线性规划问题,不断更新最优值的上下界,证明了所给算法的收敛性,数值实验表明算法是可行的.
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| 关 键 词： | 全局优化 多乘积规划 分枝定界 线性松弛 |
A Global Optimization for a Class of Multiplicative Programming Problem |
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| LI Xiaoai
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WANG Chunfeng.A Global Optimization for a Class of Multiplicative Programming Problem[J].Journal of Henan Normal University(Natural Science),2013,41(3):1-4. |
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| Authors: | LI Xiaoai WANG Chunfeng |
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| Institution: | (College of Mathematics and Information Science,Henan Normal University,Xinxiang 453007,China) |
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| Abstract: | A global optimization method is given for a class of multiplicative problems(P).Firstly the problem(P)is transformed into its equivalent problem(Q).By using variable substitution,the problem(Q)is written the form(EQ).Then the linear relaxation programming(RLEQ)is built for problem(EQ).Solving linear programming problems(RLEQ),the lower and upper bounds of the optimal value are constantly updated.We prove the algorithm convergence.Numerical experiments show that the algorithm is feasible. |
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| Keywords: | global optimization multiplicative programming branch and bound linear relaxation |
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