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一类新的非线性比式和问题的分枝定界算法

李晓爱 刘金伟

应用数学2012,Vol.25Issue(4):764-770,7.
应用数学2012,Vol.25Issue(4):764-770,7.

一类新的非线性比式和问题的分枝定界算法

A Branch and Bound Algorithm for Solving a New Sum of Nonlinear Ratios Problem

李晓爱 1刘金伟2

作者信息

  • 1. 河南师范大学数学与信息科学学院,河南新乡 453007
  • 2. 新乡学院数学系,河南新乡 453003
  • 折叠

摘要

Abstract

A branch and bound algorithm is presented to solve a sum of nonlinear ratios problem (SNR)that there has been little progress on research.First,a linear relaxation programming problem which is solved and provides a lower bound for the optimal value of(SNR)is constructed by a two-level linear relaxation technique.Next,a new updating lower bound technique is introduced.The proposed algorithm is proven to be convergent to a global minimum.The numerical experiments show the feasibility and effectiveness of the algorithm.

关键词

全局优化/非线性比式和/分枝定界/更新下界技术

Key words

Global optimization/Sum of nonlinear ratio/Branch and bound /Updating lower bound technique

分类

数理科学

引用本文复制引用

李晓爱,刘金伟..一类新的非线性比式和问题的分枝定界算法[J].应用数学,2012,25(4):764-770,7.

基金项目

Supported by the National Natural Science Foundation of China(11171094,11171368),and the Key Scientific and Technological Project of Henan Province(122102210132) (11171094,11171368)

应用数学

OA北大核心CSCDCSTPCD

1001-9847

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