摘要
对广泛应用于金融、证券投资等实际问题中的带指数的多项式函数的极小值问题(P1)提出了一种有效的全局优化算法.从理论上证明了本算法的收敛性,数值实验表明提出的方法是可行和有效的.
An efficient optimization algorithm for globally solving a polynomial function minimization under additional multiplicative constraints with exponent can be applied to such as finance and investment pratical problems, theoretically, the proof which the proposed branch and bound algorithm is convergent to the global minimum is provided. And the numerical ex- periments illustrate the feasibility and eficienc of the proposed algorithm.
出处
《河南师范大学学报（自然科学版）》
CAS
北大核心
2013年第4期1-4,共4页
Journal of Henan Normal University(Natural Science Edition)
基金
国家自然科学基金(11171094)
河南师范大学青年科学基金(01016400003
2011QK02)
河南省基础与前沿技术研究项目(132300410285)
关键词
全局最优化
带指数的多乘积约束
分枝定界
多项式函数
global optimization
additional multiplicative constraints with exponent
branch and bound
polynomial funtion
