广西科学2016,Vol.23Issue(5):392-395,4.DOI:10.13656/j.cnki.gxkx.20161121.011
线性比式和分式规划问题的分支定界算法
A Branch and Bound Algorithm for the Sum of Linear Ratios Problem
摘要
Abstract
In this paper,we presents a new branch and bound algorithm for globally solving the sum of linear ratios problem,which is verified by the numerical examples.The algorithm trans-form the problem to its equivalent problem,and establish a relaxational linear programming problem of by using a linear relaxation technique,thus the initial nonconvex programming problem is reduced to a sequence of linear programming problems.The proposed algorithm is convergent to the global minimum of (P)through the successive refinement of the feasible re-gion and solutions of a series of relaxation linear programming,and finally numerical examples are given to illustrate the feasibility and effectiveness of the proposed algorithm.关键词
线性比式和/全局优化/线性松弛/分支定界/ω分法Key words
sum of linear ratios/global optimization/linear relaxation/branch and bound/ωdivi-sion分类
数理科学引用本文复制引用
申培萍,李丹华..线性比式和分式规划问题的分支定界算法[J].广西科学,2016,23(5):392-395,4.基金项目
国家自然科学基金项目(11171094)资助。 (11171094)