| 一类线性乘积规划问题的分支定界缩减方法 |
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| 引用本文： | 高岳林,井霞.一类线性乘积规划问题的分支定界缩减方法[J].计算数学,2013,35(1):89-98. |
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| 作者姓名： | 高岳林 井霞 |
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| 作者单位： | 1. 北方民族大学 信息与系统科学研究所, 银川 750021;
2. 宁夏大学 数学计算机学院, 银川 750021;
3. 宁夏大学 数学计算机学院, 银川 750021 |
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| 基金项目： | 国家自然科学基金项目(11161001)资助 |
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| 摘 要： | 提出了求解一类线性乘积规划问题的分支定界缩减方法, 并证明了算法的收敛性.在这个方法中, 利用两个变量乘积的凸包络技术, 给出了目标函数与约束函数中乘积的下界, 由此确定原问题的一个松弛凸规划, 从而找到原问题全局最优值的下界和可行解. 为了加快所提算法的收敛速度, 使用了超矩形的缩减策略. 数值结果表明所提出的算法是可行的.
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| 关 键 词： | 全局最优化 线性乘积规划问题 分支定界 松弛凸规划 超矩形缩减策略 |
| 收稿时间： | 2012-09-11; |
A BRANCH-AND-BOUND REDUCED ALGORITHM FOR SOLVING A CLASS OF LINEAR MULTIPLICATIVE PROGRAMMING PROBLEMS |
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| Gao Yuelin
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Jing Xia.A BRANCH-AND-BOUND REDUCED ALGORITHM FOR SOLVING A CLASS OF LINEAR MULTIPLICATIVE PROGRAMMING PROBLEMS[J].Mathematica Numerica Sinica,2013,35(1):89-98. |
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| Authors: | Gao Yuelin Jing Xia |
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| Institution: | 1. Institute of Information and System Science, Beifang University for Nationalities, Yinchuan 750021, China;
2. School of Mathematics and Computer Science, Ningxia University, Yinchuan 750021, China;
3. School of Mathematics and Computer Science, Ningxia University, Yinchuan 750021, China |
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| Abstract: | A branch-and-bound reduced method is proposed for globally solving a class of linear multiplicative programming problems and the convergence of the algorithm is proved. In this algorithm, the lower bound functions on the multiplications in the constraints and the objective functions are given by using the convex envelopes technique of the two-vector multiplications so as to determine a relaxed convex programming of the original problem. We solve the relaxed convex programming to find the global optimization value's lower bound the feasible solutions of the original problem.In order to improve convergence rate, a rectangular reduction strategy is used. Numerical experiments show that the proposed algorithm is feasible. |
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| Keywords: | global optimization linear multiplicative programming branch-and-bound relaxed convex programming hyper-rectangle reduced strategy |
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