| 一种具有非线性约束线性规划全局优化算法 |
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| 引用本文： | 钱伟懿,杨宇,王宏杰,杨菊.一种具有非线性约束线性规划全局优化算法[J].运筹与管理,2007,16(1):28-31. |
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| 作者姓名： | 钱伟懿 杨宇 王宏杰 杨菊 |
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| 作者单位： | 渤海大学,数学系,辽宁,锦州,121000 |
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| 摘 要： | 本文提出了一种新的适用于处理非线性约束下线性规划问题的全局优化算法。该算法通过构造子问题来寻找优于当前局部最优解的可行解。该子问题可通过模拟退火算法来解决。通过求解一系列的子问题,当前最优解被不断地更新,最终求得全局最优解。最后,本算法应用于几个典型例题,并与罚函数法相比较,数值结果表明该算法是可行的,有效的。
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| 关 键 词： | 运筹学 非线性规划 模拟退火 非线性不等式约束 |
| 文章编号： | 23926892 |
| 修稿时间： | 08 29 2006 12:00AM |
Global Optimal Algorithm for Linear Programming Problems Subjected to Nonlinear Constraints |
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| QIAN Wei-yi,YANG Yu,WANG Hong-jie,YANG Ju.Global Optimal Algorithm for Linear Programming Problems Subjected to Nonlinear Constraints[J].Operations Research and Management Science,2007,16(1):28-31. |
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| Authors: | QIAN Wei-yi YANG Yu WANG Hong-jie YANG Ju |
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| Institution: | Department of Mathematics, Bohai University, J inzhou 121000, China |
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| Abstract: | A new global optimal algorithm is presented to solve linear programming problems with nonlinear constraints.In this algorithm,a subproblem is set up to search for a new feasible point at which the value of the objective function is lower than the current local minimum.The subproblem is solved by simulated annealing algorithm.Through solving a sequence of subproblems,the current optimal feasible solution can be incessantly renewed and the global optimal solution can be got at last.Finally,this algorithm is applied to some test problems and it has the better results than using the penalty function algorithm. |
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| Keywords: | operations research nonlinear programming simulated annealing nonlinear inequality constraints |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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