一类线性比式和问题的鲁棒算法  

A Robust Algorithm for a Class of linear Sum of Ratios Problem

作　　者：程维新[1] 柳俊峰[2] 

机构地区：[1]河南师范大学数学与信息科学学院,河南新乡453007 [2]陕西理工学院数学系,陕西汉中723000

出　　处：《河南师范大学学报（自然科学版）》2009年第3期12-14,共3页Journal of Henan Normal University(Natural Science Edition)

基　　金：国家自然科学基金(10671057);河南省高校科技创新人才支持计划项目(2008HASTIT023)

摘　　要：对广泛应用于工程设计、非线性系统稳定性分析等实际问题中的一类线性比式和问题(P1)提出了一种鲁棒全局优化算法,这种方法求得的最优解具有稳定性好,可行等特点.从理论上证明了该算法的收敛性,最终数值实验表明了提出方法的可行性.A robust algorithm is proposed for a class of linear sum of ratios problem （P1）, which can be applied to engineering designs and stability analysis of nonlinear systems and so on pratical problems. The proposed algorithm provides a global optimal solution which is also stable under small perturbations of the constraints, and is adequately guaranteed to be feasible. From theory the proof which the proposed branch and bound algorithm is convergent to the global minimum is given. And finally the numerical experiments problem are given to illustrate the feasibility of the proposed algorithm.

关 键 词：全局优化 线性比式和 分枝定界 鲁棒解 

分 类 号：O221.2[理学—运筹学与控制论]