基于一种新的γ-扩张凹极小化问题的割平面算法  

Cutting Plane Method for Solving Concave Minimization Programming Based on a New γ-Extension

作　　者：刘林娜[1] 杨永建[1] 余峰[1] 

机构地区：[1]上海大学理学院,上海200444

出　　处：《上海大学学报（自然科学版）》2012年第1期59-63,共5页Journal of Shanghai University:Natural Science Edition

摘　　要：首先,介绍凹极小化问题的有关内容及割平面算法的思想.然后,给出一种变上限函数积分法,并利用该积分法来求解凹极小化过程中γ-扩张的γ数.新算法在有限步内得到原问题的一个近似最优解,且算法的近似最优解为全局最优解.最后,通过数值试验证明了新算法是可行有效的。We first briefly give the concept of concave minimization programming and the cutting plane method,and then propose the uncertain upper limited integral function method which will be used to solve γ constant in the γ-extension.We show that the proposed method only requires a finite number of iterations to reach a near-optimal solution that is just the global optimization.Implementation of the method is reported with satisfactory numerical results.

关 键 词：凹极小化 变上限积分函数法 γ-扩张 割平面算法 

分 类 号：O221.2[理学—运筹学与控制论]