摘要
本文针对一类带有反凸约束的非线性比式和分式规划问题,提出一种求其全局最优解的单纯形分支和对偶定界算法.该算法利用Lagrange对偶理论将其中关键的定界问题转化为一系列易于求解的线性规划问题.收敛性分析和数值算例均表明提出的算法是可行的.
This paper presents a simplicial branch and duality bound algorithm for globally solving a class of the sum of nonlinear ratios fractional programming problems with reverse convex constraints.The algorithm uses Lagrange duality theory to convert the bounding subproblems during the algorithm into a series of linear programming problems,which can be solved very efficiently.The convergence analysis and numerical examples show that the proposed algorithm is feasible.
出处
《应用数学》
CSCD
北大核心
2012年第1期126-130,共5页
Mathematica Applicata
基金
国家自然基金(11171094)
河南省科技创新杰出青年基金(09410050001)
关键词
全局优化
分支定界
反凸约束
非线性比式和
Global optimization
Branch and bound
Reverse convex constraint
Sum of nonlinear ratios
