数学杂志2012,Vol.32Issue(6):1011-1020,10.
一类新的分式规划问题的全局优化方法
GLOBAL OPTIMIZATION METHOD FOR A CLASS OF NEW FRACTIONAL PROGRAMMING PROBLEM
摘要
Abstract
This paper presents an efficient global optimization method for a class of new fractional programming problem (FP).First,the problem (FP) is transformed into its equivalent problem (EFP).Then,a linear relaxation programming problem (RLP) for (EFP) is established utilizing a linearization technique.Through successive refinements of the feasible region and the solution of a series of the linear programming problems,the upper and lower bounds of the global optimal value for the problem (EFP) are obtained.The theoretical proof and numerical results show that the algorithm can effectively solve the problem (FP).The case of sum of linear ratios is extended.关键词
全局优化/分式规划/非线性比式和/分枝定界Key words
global optimization/fractional programming/sum of nonlinear ratios/branch and bound分类
数理科学引用本文复制引用
李晓爱,顾敏娜..一类新的分式规划问题的全局优化方法[J].数学杂志,2012,32(6):1011-1020,10.基金项目
Supported by National Natural Science Foundation of China(11171094 ()
11171368) ()
Key Scientific and Technological Project of Henan Province(122102210132). (122102210132)