摘要
本文研究了由工业投资、教育投资等问题中导出的一类非线性规划问题,应用Kuhn-Tucher定理得到了Rn中向量x=(x1,x2,…,xn)是这问题最优解的充分必要条件.应用这一结果导出了求解一类资源最优配置问题的新算法.这是一个具有计算复杂度为O(mn(m+n))的多项式型算法.
In this paper we study a kind of nonlinear programming problems derived from various investment problems like industral production investment, educational investment...etc. Appling Kuhn-Tucher theorem obtain a necessary end sufficient condition for a vector x = (x1,…,xn) ∈ R^n to be a optimal solution of the nonlinear programming problems.From this result, a new alogrithm to sovle a kind of resource optimal allocation problems is derived, The alogrithm is polynomal alogrithm with complexity O(mn(m + n)).
出处
《运筹学学报》
CSCD
北大核心
2006年第2期119-128,92,共11页
Operations Research Transactions
关键词
运筹学
非线性规划
最优投资
多项式算
资源配置
Operations research, nonlinear programming, optimal investmemt,polymomal algorithm