求解一类比式规划问题的确定性算法(英文)

A Deterministic Algorithm for Solving a Series of Fractional Programming Problems

对一类比式规划问题(P)提出一确定性全局优化算法.利用线性化技术建立了问题(P)的松弛线性规划(RLP),通过对目标函数线性松弛可行域的逐次细分以及一系列(RLP)的求解过程,提出的算法收敛问题(P)全局最优解.最终数值实验表明了提出方法的可行性.

In this paper a deterministic algorithm is proposed for a global solving of a series of fractional programming problems （P）. By utilizing linearization technique the relaxation linear programming （RLP） about the （P） is established. The proposed algorithm is convergent to the global minimum of （P） through the successive reilnement of linear relaxation of the feasible region of objective function and solutions of a series of RLP. And finally the numerical experiment is given to illustrate the feasibility of the presented algorithm.