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Global Optimization Algorithm for Nonlinear Sum of Ratios Problems

Global Optimization Algorithm for Nonlinear Sum of Ratios Problems
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摘要 在这份报纸,一个全球优化算法被全球性解决等价于问题(P)的问题( P1 )为比率问题(P) .The 算法工作的非线性的和建议,由利用 linearization 技术线性松驰编程( P1 )当时是建议的 obtained.The 算法对全球最小会聚( P1 )通过目的可行区域的线性松驰的连续精炼工作并且一系列线性松驰 programming.Numerical In this paper, a global optimization algorithm is proposed for nonlinear sum of ratios problem (P). The algorithm works by globally solving problem (P1) that is equivalent to problem (P), by utilizing linearization technique a linear relaxation programming of the (P1) is then obtained. The proposed algorithm is convergent to the global minimum of (P1) through the successive refinement of linear relaxation of the feasible region of objective function and solutions of a series of linear relaxation programming. Numerical results indicate that the proposed algorithm is feasible and can be used to globally solve nonlinear sum of ratios problems (P).
出处 《Chinese Quarterly Journal of Mathematics》 CSCD 北大核心 2008年第4期499-505,共7页 数学季刊(英文版)
基金 Foundation item: Supported by the National Natural Science Foundation of China(10671057) Supported by the Natural Science Foundation of Henan Institute of Science and Technology(06054)
关键词 非线性比式 问题解析 全局优化算法 非线性数学 global optimization nonlinear sum of ratios linearization technique
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参考文献5

  • 1PHUONG N T, TUY H. A unified monotonic approach to generalized linear fractional programming[J]. Journal of Global Optimization, 2003, 26: 229-259.
  • 2BENSON H P. Global optimization algorithm for the nonlinear sum of ratios problem[J]. Journal of Optimization Theory and Applications, 2002, 112: 1-29.
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  • 5SHEN Pei-ping, ZHANG Ke-cun. Global optimization of signomial geometric programming using linear relaxation[J]. Applied Mathematics and Computation, 20047 150: 99-114.

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