摘要
随着现代社会经济的飞速发展,各个经济系统的联系不断加强,如何实现各个系统的利益最大化和成本最小化,成为人们日益关注的焦点.针对该类问题,研究了一类多人合作多目标交叉规划.首先给出了多人合作交叉多目标规划的模型,从该模型出发给出了求解多人交叉多目标规划的一种算法:对交叉规划问题中的每个子目标函数求解,将交叉规划问题转化为非线性规划问题,通过引入罚因子,用外罚函数法求出非线性规划的最优解.该解也是多人多目标交叉规划问题的非劣解,从该非劣解出发进行搜索,寻找最优解.最后通过算例验证了算法的可行性和有效性.
With the rapid development of the modern society and economy, every economic system is related among them. How to achieve to maximize interest and minimize cost has been paid more and more attention. First, The model of many-person multi-objective interaction programming was established. Then a corresponding algorithm of many-person multi-objective interaction programming was given. The previous model was converted into a nonlinear programming problem by solving every sub-objective function in interaction programming. The nonlinear programming problem was turned into unconstrained optimization problem by the use of exterior penalty function method. The solution was also non-inferior solution of the many-person multi-objective interaction programming. Optimal solution could be found via search feasible descent direction. Finally, feasibility and validity of the algorithm were verified.
出处
《中北大学学报(自然科学版)》
CAS
北大核心
2013年第4期376-379,392,共5页
Journal of North University of China(Natural Science Edition)
基金
国家自然科学基金资助项目(11271367)
关键词
交叉规划
最优值
非劣解
最优解
interaction programming
optimal value
non-inferior solution
optimal solution