| 一类多乘积规划的加速算法 |
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| 引用本文： | 汪春峰,陈玉花.一类多乘积规划的加速算法[J].应用数学,2011,24(4). |
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| 作者姓名： | 汪春峰 陈玉花 |
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| 作者单位： | 1. 河南师范大学数学与信息科学学院,河南新乡,453007
2. 北京联合大学应用科技学院,北京,102200 |
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| 基金项目： | the Fundamental Research Funds for the Central Universities(K50510700004) |
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| 摘 要： | 针对一类多乘积规划问题(MP),给出一个加速算法.首先导出一个与(MP)等价的逆凸问题(RCP),然后构造问题(RCP)的线性松弛化问题.算法的主要特点是提出了两个加速技巧,这些技巧可以用于改善算法的收敛速度.数值算例表明算法是可行的.
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| 关 键 词： | 全局优化 多乘积规划 加速技巧 分支定界 |
An Accelerating Algorithm for a Class of Multiplicative Programming |
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| WANG Chunfeng
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CHEN Yuhua.An Accelerating Algorithm for a Class of Multiplicative Programming[J].Mathematica Applicata,2011,24(4). |
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| Authors: | WANG Chunfeng CHEN Yuhua |
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| Institution: | WANG Chunfeng1,CHEN Yuhua2 (1.College of Mathematics and Information,Henan Normal University,Xinxiang 453007,China,2.School of Applied Science and Technology,Beijing Union University,Beijing 102200,China) |
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| Abstract: | This article presents an accelerating algorithm for globally solving a class of multiplicative programming (MP).In this algorithm,an equivalent reverse convex programming (RCP) is derived firstly,then a linear relaxation method is used to obtain the lower bound of the optimal value of (RCP).In this algorithm,the main feature is two new accelerating techniques are proposed which can be used to improve the convergence speed of this algorithm.Some numerical examples are given to show the feasibility of this al... |
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| Keywords: | Global optimization Multiplicative programming Accelerating technique Branch and bound |
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