首页 | 本学科首页   官方微博 | 高级检索  
     检索      

线性等式约束多目标规划的一个降维算法
引用本文:袁松琴,李泽民.线性等式约束多目标规划的一个降维算法[J].运筹学学报,2005,9(1):70-74.
作者姓名:袁松琴  李泽民
作者单位:重庆大学数理学院,重庆,400044
摘    要:本文提出具有线性等式约束多目标规划问题的一个降维算法.当目标函数全是二次或线性但至少有一个二次型时,用线性加权法转化原问题为单目标二次规划,再用降维方法转化为求解一个线性方程组.若目标函数非上述情形,首先用线性加权法将原问题转化为具有线性等式约束的非线性规划,然后,对这一非线性规划的目标函数二次逼近,构成线性等式约束二次规划序列,用降维法求解,直到满足精度要求为止.

关 键 词:线性等式约束  多目标规划  降维算法  二次型  非线性规划  求解  二次规划  线性加权法  问题  目标函数

Descending Dimension Algorithm for Multi-objective Programming with Linear Equality Constraints
Yuan Songqin,Li Zemin.Descending Dimension Algorithm for Multi-objective Programming with Linear Equality Constraints[J].OR Transactions,2005,9(1):70-74.
Authors:Yuan Songqin  Li Zemin
Institution:Yuan Songqin Li Zemin College of Mathematics and Physics,Chongqing University,Chongqing 400044,China,
Abstract:In this paper, we introduce a new algorithm for the multi-objective programming with linear equality constraints. Firstly, when the objective functions are all quadratic or linear but at least there is a quadratic form, we use the linear weighting method to add them all into a single one. Then we use the descending dimension algorithm to transform the quadratic program problems into solving a system of linear equations. Secondly, when objective functions are general, by using linear weighting method and the secondorder form of Taylor expansion to approach the function, we obtain a quadratic program with linear equality constraints. Thus, we transfer primal problem into solving quadratic program problem.
Keywords:Operations research  multi-objective programming  descending dimension algorithm  quadratic approach  linear weighting method  
本文献已被 CNKI 维普 万方数据 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号