| 带组约束可靠性网络最优化问题的精确算法 |
| |
| 引用本文： | 阮宁,孙小玲.带组约束可靠性网络最优化问题的精确算法[J].运筹学学报,2007,11(4):33-40. |
| |
| 作者姓名： | 阮宁 孙小玲 |
| |
| 作者单位： | 1. 上海理工大学管理学院,上海,200093
2. 复旦大学管理学院,上海,200433 |
| |
| 摘 要： | 本文提出了一种求解带组约束串-并网络系统最优冗余问题的精确算法.该算法利用拉格朗日松驰和Dantzig-Wolfe分解法得到问题的上界,并结合动态规划求解子问题.算法采用一种有效的切割和剖分方法,以逐步缩小对偶间隙和保证收敛性.数值结果表明该算法对于求解带组约束可靠性最优化问题是很有效的.
|
| 关 键 词： | 运筹学 可靠性网络最优化 非线性整数规划 Dantzig-Wolfe分解 分枝定界法 区域分割 |
| 收稿时间： | 2005-11-30 |
| 修稿时间： | 2005年11月30 |
An Exact Algorithm for Series-Parallel Reliability Optimization with Group Constraints |
| |
| Ruan Ning,Sun Xiaoling.An Exact Algorithm for Series-Parallel Reliability Optimization with Group Constraints[J].OR Transactions,2007,11(4):33-40. |
| |
| Authors: | Ruan Ning Sun Xiaoling |
| |
| Abstract: | In this paper we present an exact method for redundancy optimization in series reliability networks with group constraints. The problem is to maximize the overall system reliability subject to certain resource constraints. The method is of a combined Lagrangian relaxation and Dantzig-Wolfe decomposition method. The bounds of subproblems are obtained by dynamic programming. To reduce the duality gap, we propose a special cut-and-partition scheme, thus ensuring the convergence of the method. Computational results are also reported to show the efficiency of the method. |
| |
| Keywords: | Operations research reliability network optimization nonlinear integer programming Dantzig-Wolfe decomposition branch-and-bound method domain cut |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
