一类线性分式规划问题的分支定界算法  

A Branch and Bound Method of a Kind of Linear Fractional Programming Problems

作　　者：陈艳霞[1] 任舒萍[1] 

机构地区：[1]宁夏大学数学计算机学院,宁夏银川750021

出　　处：《科技广场》2013年第1期21-25,共5页Science Mosaic

摘　　要：本文针对一类线性分式规划问题,给出一个新的分支定界算法。算法的主要特点是提出了一个加速缩减技巧,这个技巧可以用于改善算法的收敛速度。通过对松弛线性规划问题的可行域细分以及一系列的求解过程,从理论上证明了算法能收敛到初始问题的全局最优解,数值算例表明这个算法是可行的。To a kind of linear fractional programming problems,a new branch and bound method is proposed.In this algorithm,the main feature is that speed up reduction strategy is used.This can be used to improve the convergence rate of the algorithm.Through the successive refinement of the linear relaxation of the feasible region and the solutions of a series of relaxation linear programming problems,and from theory the proof which the proposed branch and bound algorithm is convergent to the global minimum is given.And finally the numerical experiments are reported to show the feasibility of the proposed algorithm.

关 键 词：线性分式规划 分支定界 线性松弛 全局优化 

分 类 号：O211.1[理学—概率论与数理统计]