期刊文献+

一类多乘积优化问题求解的新方法 被引量:1

A New Method for Solving a Class of Multiplicative Programming
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摘要 利用所考虑问题的结构特点,提出一种新的线性化方法.该方法利用函数的二阶导数信息,线性化过程更为直接.为改善算法收敛速度,提出一个新的区域缩减准则.理论上证明了算法的收敛性,数值算例表明算法是有效可行的. By using the characteristics of the problem considered in this paper,a new linearization method is presented.This method utilizes the information of second derivative,which makes it more directly.Convergence of the algorithm is established and numerical results are given to show the feasibility and effectiveness.
出处 《河南师范大学学报(自然科学版)》 CAS 北大核心 2015年第4期1-6,共6页 Journal of Henan Normal University(Natural Science Edition)
基金 国家自然科学基金(U1404105 11171094) 河南省科技攻关研究计划项目(142102210058) 国家级科研项目培育基金(2013PL02) 河南师范大学博士科研启动课题项目(qd12103) 河南师范大学校级骨干教师培养项目 河南师范大学青年科学基金项目(2013qk02)
关键词 全局优化 分支定界 线性松弛 多乘积约束 区域缩减 global optimization branch and bound linearrelaxation multiplicative constraints region reducing
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参考文献9

  • 1Gao Y L, Xu C X, Yang Y J. An outcome-space finitealgorithm for solving linear multiplicative programming[J]. Applied Mathematics and Computation, 2006,179 : 494-505.
  • 2Ryoo H S, Sahinidis N V. Global optimization ofmultiplicative programs[J]. Journal of Global Optimization,2003,26:387-418.
  • 3Benson H P, Boger G M. An outcome space, cutting planealgorithm for linear multiplicative programming[J]. Journal of Optimization Theory and Application, 2000,104:301-322.
  • 4Benson H P. An outcome space branch and bound-outer approximation algorithm for convexmuhiplicative programming[J]. Journal of Global Optimization, 1999,15 : 315-342.
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  • 7Kuno T, Konno H, Irie A. A deterministic approach tolinear programs with several additional multiplicativeConstraints[J]. Computation- al Optimization and applications, 1999,14 : 347-366.
  • 8Benson H P. Decomposition branch and boundbased algorithm for linear programs with additional muhiplicativeconstraints[J]. Journal of Theory and Applications, 2005,126 : 41-46.
  • 9申培萍,刘利敏,段运鹏.带多乘积约束的线性规划问题的求解新方法[J].河南师范大学学报(自然科学版),2007,35(3):209-211. 被引量:2

二级参考文献4

  • 1Ryoo H S,Sahinidis N V.Global optimization of multiplicative programs[J].Journal of Global Optimization,2003,26:387-418.
  • 2Benson H P,Boger G M.An outcome space cutting plane algorithm for linear multiplicative programming[J].Journal of Optimization Theory and Applications,2000,104:301-322.
  • 3Kuno T,Konno H,Irie A.A deterministic approach to linear programs with Several Additional Mutiplicative Constraints[J].Computational Optimization and applications,1999,14:347-366.
  • 4Benson H P.Decomposition branch-and-bound based algorithm for linear programs with addtional multiplicative constraints[J].Journal of Optimization Theory and Application,2005,126:41-61.

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