| 一种线性比式和问题的对偶界方法 |
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| 引用本文： | 顾敏娜,王仁举.一种线性比式和问题的对偶界方法[J].平原大学学报,2009(3). |
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| 作者姓名： | 顾敏娜 王仁举 |
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| 作者单位： | 新乡学院数学系; |
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| 摘 要： | 对一般线性比式和问题(P)提出了一种全局优化算法,此方法利用拉格朗日对偶中的弱对偶定理建立原问题(P)的线性松弛规划,运用分枝定界方法只需解一系列线性问题。从理论上证明了算法能收敛到线性比式和问题的全局最优解。数值计算结果表明提出的方法是可行的。
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| 关 键 词： | 线性比式和 分枝定界 全局优化 对偶 |
A Duality-bounds Algorithm for Linear Sum-of-Ratios Problems |
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| GU Min-na,WANG Ren-ju,.A Duality-bounds Algorithm for Linear Sum-of-Ratios Problems[J].Journal of Pingyuan University,2009(3). |
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| Authors: | GU Min-na WANG Ren-ju |
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| Institution: | Department of Mathematics;Xinxiang University;Xinxiang 453003;China |
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| Abstract: | This article presents a new deterministic algorithm to globally solve linear sum-of-ratios problem.The algorithm uses a branch-and-bound scheme where Lagrange duality theory is used to obtain the lower bounds.Then the lower bounding subproblems during the algorithm search are all ordinary linear programs that can be solved very efficiently.The proposed algorithm is proved convergent and it's shown to be effective with numerical results. |
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| Keywords: | linear sum-of-ratios branch and bound global optimization duality |
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