摘要
讨论带有多个反凸约束的线性规划。这类问题由于其内在困难性(可行域一般为非凸不连通集)而难以求解.提出了一个切平面算法,并对Hillestad的例子执行了算法。
Linear programs with several reverse convex constraints are discussed. Such problems, because of their intrinsic difficulties (the feasible regions are generally nonconvex and disconnected sets), were found to be hard to solve. A cutting plane algorithm is presented here, and the method is tested for the Hillestad' s example.
出处
《南京化工大学学报》
1995年第A01期75-78,共4页
Journal of Nanjing University of Chemical Technology(Natural Science Edition)
关键词
线性规划
反凸约束
全局解
切平面
linear programming
reverse convex constraints
global optimal
cutting plane