摘要
提出了一类广义多乘积规划问题(P)的一种确定性算法,并用其求解该类多乘积规划问题的全局最优解.首先,利用等价变换以及线性松弛级数,建立等价问题(Q)的松弛线性规划(RLP),并给出了分支缩减方法;然后,运用分支定界方法,给出确定性全局优化算法求解等价问题(Q),算法的收敛性证明以及数值算例的结果说明了该算法是可行的.
This article develops a deterministic algorithm for generalized nonlinear multiplicative problems（P）. By utilizing equivalent transformation and linear relaxation method, a linear relaxation programming （RLP）of equivalent problem （Q） is established. By using branch and bound technique, a determined global optimization algorithm is proposed for solving equivalent problem （Q）. The convergence of the proposed algorithm is proven and numerical examples show that the presented algorithm is feasible.
出处
《新乡学院学报》
2012年第6期487-490,共4页
Journal of Xinxiang University
关键词
全局优化
广义多乘积规划
分支定界
global optimization
generalized nonlinear multiplicative problems
branch-and-bound
