摘要
目的研究带有二次约束的非凸二次规划问题。方法采用二级松弛技术、超矩形缩减与剪支技术。结果与结论提出了确定该类问题全局最优值的分支定界缩减算法,并证明了算法是收敛的,并用数值算例验证了算法的可行性与有效性。
Purpose-To study a class of non-convex quadratic programming problem with quadrat- ic constraints. Methods-Two-level relaxation technique and a rectangular reduction-cut strategy are used to solve the aforesaid problem. Conclusion and Results-The convergence of the new algorithm is proved in addition to presenting a new braneh-and-bound reduced algorithm for determining the global optimal value. The feasibility and effectiveness of this algorithm are verified by numerical examples.
出处
《宝鸡文理学院学报(自然科学版)》
CAS
2017年第4期5-9,15,共6页
Journal of Baoji University of Arts and Sciences(Natural Science Edition)
基金
陕西省自然科学基础研究项目(2017JQ3020)
陕西省高校科协青年人才托举项目资助(20160234)
宝鸡文理学院校级科研项目(ZK2017095
ZK2017021)
关键词
全局最优值
二次约束
非凸二次规划
分支定界
global optimal value
quadratic constraint
non-convex quadratic programming
branch and bound