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一类非线性比式和问题的分支定界算法 被引量：1

A branch and bound algorithm for a class of nonlinear sum of ratios problem
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摘要 首先将问题(P)转化为其等价问题(Q),然后利用线性化技术,给出(Q)目标函数及约束函数的线性下界函数,建立了(Q)松弛线性规划问题(RLP),通过求解其子域上一系列线性规划问题,不断更新(Q)的上下界,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. The problem （P） is converted into an equivalent problem （Q）. Then linear lower bound functions for the objective function and constraint functions of （Q） is presented utilizing the linerizing technology. A relaxation liner programming problem （RLP） about （Q） is established by solving a series of linear programming problems on the sub-region, and upper and lower bounds constantly are updated. The proposed algorithm is theoretically proved to be convergent. The numerical experiments show the feasibility of the algorithm.
作者 李晓爱 刘金伟
机构地区 河南师范大学数学与信息科学学院 新乡学院数学系
出处 《暨南大学学报（自然科学与医学版）》 CAS CSCD 北大核心 2012年第1期38-42,共5页 Journal of Jinan University(Natural Science & Medicine Edition)
基金 国家自然科学基金项目(11171094 11171368)
关键词 分支定界 线性松弛 全局优化 非线性比式和 branch and bound liner ralaxation global optimization nonlinear sum of ratios
分类号 O221.2 [理学—运筹学与控制论]
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参考文献9

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二级参考文献10

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暨南大学学报（自然科学与医学版）
2012年 第1期

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