应用数学2016,Vol.29Issue(3):625-631,7.
求解线性比式和问题的缩减分支定界算法
Reduction-branch-bound Algorithm for Solving Sum of Linear Ratios Problems
摘要
Abstract
This paper presents a reduction-branch-bound algorithm for globally solving sum of linear ratios problems.In this algorithm,a new range reduction method is proposed for outcome space region of the denominators of ratios.Combining the branch-and-bound framework with the range reduction method,a reduction-branch-bound algorithm is established.The convergence of the algorithm is provided,and numerical experiments are reported to demonstrate the advantages of the algorithm.关键词
线性比式和/全局优化/范围缩减方法/线性松弛规划/缩减分支定界算法Key words
Sum of linear ratios/Global optimization/Range reduction method/Linear relaxation programming/Reduction-branch-bound algorithm分类
数理科学引用本文复制引用
焦红伟,白春阳,王晓峰..求解线性比式和问题的缩减分支定界算法[J].应用数学,2016,29(3):625-631,7.基金项目
Supported by the Basic and Advanced Technology Research Project of Henan Province (152300410097),the Science and Technology Key Project of Education Department of Henan Province (14A110024,16A110014),the Major Scientific Research Projects of Henan Institute of Science and Technology (2015ZD07) (152300410097)