求解带非凸二次约束的广义二次分式规划最小值的全局算法(英文)  

A Global Algorithm for Minimizing Generalized Quadratic Fractional Programs with Nonconvex Quadratic Constraints

作　　者：张曙光[1] 陈永强[2] 贾利新[3] 

机构地区：[1]焦作师范高等专科学校数学系,河南焦作454000 [2]河南师范大学数学与系统科学学院,河南新乡453007 [3]信息工程大学电子技术学院,郑州450004

出　　处：《河南科学》2010年第6期638-641,共4页Henan Science

基　　金：Research Supported by the National Natural Science Foundation of China under Grant(10671057)

摘　　要：基于最近发展的单调优化理论,提出了求解带非凸二次约束的广义二次分式规划最小值的全局算法,给出了算法的收敛性证明. 数值实验表明了该算法的可行性和有效性.In this paper,a global algorithm is proposed for solving generalized quadratic fractional programs with nonconvex quadratic constraints（P1）. Due to its intrinsic difficulty,less work has been devoted to globally solving this problem. The proposed algorithm is based on the recently developed theory of monotonic optimization,and it turns out that the optimal solution which is provided by the algorithm is adequately guaranteed to be feasible and to be close to the actual optimal solution. Convergence of the algorithm is shown and the numerical experiments is reported to show the feasibility and effectiveness of the proposed algorithm.

关 键 词：全局最优化 分式规划 单调优化 

分 类 号：O221.2[理学—运筹学与控制论]