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
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)