| 二次比式和问题的全局优化方法 |
| |
| 引用本文： | 李晓爱,郑凯,申培萍.二次比式和问题的全局优化方法[J].河南师范大学学报(自然科学版),2009,37(4). |
| |
| 作者姓名： | 李晓爱 郑凯 申培萍 |
| |
| 作者单位： | 河南师范大学,数学与信息科学学院,河南,新乡,453007 |
| |
| 摘 要： | 利用分枝定界算法,首先将问题(P1)转化为其等价问题(P2),然后利用线性化技术,建立了(P2)松弛线性规划问题(RLP),通过对(RLP)可行域的细分及求解一系列线性规划问题,不断更新(P2)的上下界,从理论上证明了算法的收敛性,数值实验表明了算法的可行性和有效性.
|
| 关 键 词： | 二次比式和 分枝定界 线性松弛 |
Global Optimization Algorithm for Sum of Quadratic Ratios Problem |
| |
| LI Xiao-ai,ZHENG kai,SHEN Pei-ping.Global Optimization Algorithm for Sum of Quadratic Ratios Problem[J].Journal of Henan Normal University(Natural Science),2009,37(4). |
| |
| Authors: | LI Xiao-ai ZHENG kai SHEN Pei-ping |
| |
| Abstract: | In this paper a branch and bound approach is proposed for globally solving sum of quadratic ratios problem(P1),based on the rectanglar partition.Firstly,the problem(P1) is converted into an equivalent problem(P2).Then,utilizing the linerizing method,a relaxation liner programming problem(RLP) about(P2) is established.The proposed algorithm is convergent to the global minimum through the successive refinement of the feasible region and the solution of a series of the linear programming problems.Finally,the numerical experiments show the feasibility of the algorithm. |
| |
| Keywords: | sum of quadratic ratios branch and bound liner ralaxation |
| 本文献已被 万方数据 等数据库收录！ |
|
