摘要
首先,介绍凹极小化问题的有关内容及割平面算法的思想.然后,给出一种变上限函数积分法,并利用该积分法来求解凹极小化过程中γ-扩张的γ数.新算法在有限步内得到原问题的一个近似最优解,且算法的近似最优解为全局最优解.最后,通过数值试验证明了新算法是可行有效的。
We first briefly give the concept of concave minimization programming and the cutting plane method,and then propose the uncertain upper limited integral function method which will be used to solve γ constant in the γ-extension.We show that the proposed method only requires a finite number of iterations to reach a near-optimal solution that is just the global optimization.Implementation of the method is reported with satisfactory numerical results.
出处
《上海大学学报（自然科学版）》
CAS
CSCD
北大核心
2012年第1期59-63,共5页
Journal of Shanghai University:Natural Science Edition
关键词
凹极小化
变上限积分函数法
γ-扩张
割平面算法
concave minimization
uncertain upper limited integral function method
γ-extension
cutting plane method
