The mixed-integer quadratically constrained quadratic fractional programming(MIQCQFP)problem often appears in various fields such as engineering practice,management science and network communication.However,most of th...The mixed-integer quadratically constrained quadratic fractional programming(MIQCQFP)problem often appears in various fields such as engineering practice,management science and network communication.However,most of the solutions to such problems are often designed for their unique circumstances.This paper puts forward a new global optimization algorithm for solving the problem MIQCQFP.We first convert the MIQCQFP into an equivalent generalized bilinear fractional programming(EIGBFP)problem with integer variables.Secondly,we linearly underestimate and linearly overestimate the quadratic functions in the numerator and the denominator respectively,and then give a linear fractional relaxation technique for EIGBFP on the basis of non-negative numerator.After that,combining rectangular adjustment-segmentation technique and midpointsampling strategy with the branch-and-bound procedure,an efficient algorithm for solving MIQCQFP globally is proposed.Finally,a series of test problems are given to illustrate the effectiveness,feasibility and other performance of this algorithm.展开更多
In this paper, a new global algorithm is presented to globally solve the linear multiplicative programming（LMP）. The problem（LMP） is firstly converted into an equivalent programming problem（LMP（H））by introduci...In this paper, a new global algorithm is presented to globally solve the linear multiplicative programming（LMP）. The problem（LMP） is firstly converted into an equivalent programming problem（LMP（H））by introducing p auxiliary variables. Then by exploiting structure of（LMP（H））, a linear relaxation programming（LP（H）） of（LMP（H）） is obtained with a problem（LMP） reduced to a sequence of linear programming problems. The algorithm is used to compute the lower bounds called the branch and bound search by solving linear relaxation programming problems（LP（H））. The proposed algorithm is proven that it is convergent to the global minimum through the solutions of a series of linear programming problems. Some examples are given to illustrate the feasibility of the proposed algorithm.展开更多
In this paper,we study the minimax linear fractional programming problem on a non-empty bounded set,called problem(MLFP),and we design a branch and bound algorithm to find a globally optimal solution of(MLFP).Firstly,...In this paper,we study the minimax linear fractional programming problem on a non-empty bounded set,called problem(MLFP),and we design a branch and bound algorithm to find a globally optimal solution of(MLFP).Firstly,we convert the problem(MLFP)to a problem(EP2)that is equivalent to it.Secondly,by applying the convex relaxation technique to problem(EP2),a convex quadratic relaxation problem(CQRP)is obtained.Then,the overall framework of the algorithm is given and its convergence is proved,the worst-case iteration number is also estimated.Finally,experimental data are listed to illustrate the effectiveness of the algorithm.展开更多
基金supported by the National Natural Science Foundation of China(Grant 11961001)the construction project of first-class subjects in Ningxia Higher Education(Grant NXYLXK2017B09)by the major proprietary funded project of North Minzu University(Grant ZDZX201901).
文摘The mixed-integer quadratically constrained quadratic fractional programming(MIQCQFP)problem often appears in various fields such as engineering practice,management science and network communication.However,most of the solutions to such problems are often designed for their unique circumstances.This paper puts forward a new global optimization algorithm for solving the problem MIQCQFP.We first convert the MIQCQFP into an equivalent generalized bilinear fractional programming(EIGBFP)problem with integer variables.Secondly,we linearly underestimate and linearly overestimate the quadratic functions in the numerator and the denominator respectively,and then give a linear fractional relaxation technique for EIGBFP on the basis of non-negative numerator.After that,combining rectangular adjustment-segmentation technique and midpointsampling strategy with the branch-and-bound procedure,an efficient algorithm for solving MIQCQFP globally is proposed.Finally,a series of test problems are given to illustrate the effectiveness,feasibility and other performance of this algorithm.
基金Supported by the PhD Start-up Fund of Natural Science Foundation of Guangdong Province,China(No.S2013040012506)China Postdoctoral Science Foundation Funded Project(2014M562152)
文摘In this paper, a new global algorithm is presented to globally solve the linear multiplicative programming（LMP）. The problem（LMP） is firstly converted into an equivalent programming problem（LMP（H））by introducing p auxiliary variables. Then by exploiting structure of（LMP（H））, a linear relaxation programming（LP（H）） of（LMP（H）） is obtained with a problem（LMP） reduced to a sequence of linear programming problems. The algorithm is used to compute the lower bounds called the branch and bound search by solving linear relaxation programming problems（LP（H））. The proposed algorithm is proven that it is convergent to the global minimum through the solutions of a series of linear programming problems. Some examples are given to illustrate the feasibility of the proposed algorithm.
基金Supported by the National Natural Science Foundation of China(Grant Nos.12071133 and 11871196).
文摘In this paper,we study the minimax linear fractional programming problem on a non-empty bounded set,called problem(MLFP),and we design a branch and bound algorithm to find a globally optimal solution of(MLFP).Firstly,we convert the problem(MLFP)to a problem(EP2)that is equivalent to it.Secondly,by applying the convex relaxation technique to problem(EP2),a convex quadratic relaxation problem(CQRP)is obtained.Then,the overall framework of the algorithm is given and its convergence is proved,the worst-case iteration number is also estimated.Finally,experimental data are listed to illustrate the effectiveness of the algorithm.
基金The work is supported by the Foundation of Natural Science China (grants 10271073) the Natural Science Foundation of National Committee in China in 2005.
