一类多乘积分式规划问题的全局优化算法

A Global Optimization Algorithm for a Class of Multiplicative Fractional Programming Problem

首先利用对数函数和指数函数的凹凸性构造目标函数的线性下界函数,从而建立问题(P)的松弛线性规划,然后给出求解问题(P)的分支定界算法。最后数值算例表明算法是可行的。

First, a lower linear function of the objective function is constructed by utilizing the concavity and convexity of the logarithmic function and the exponential function, and a linear relaxation program of the original problem （ P ） is given. Then the branch and bound algorithm is proposed for the problem （P）. Finally, numerical computation is given to illustrate the feasibility of the proposed algorithm.