检索结果-内蒙古大学图书馆

An efficient algorithm for globally solving generalized linear multiplicative programming

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 2016年 296卷 840-847页

作者： Liu, Sanyang Zhao, Yingfeng Xidian Univ Sch Math & Stat Xian 710071 Peoples R China

generalized linear multiplicative programming problems are difficult problems known to be NP-hard, and they frequently arise in various areas such as engineering, economics, finance, etc. At present, most of the global optimization algorithms for this kind of problems are mainly developed based on those kinds of branch and bound algorithms. In this study, a new algorithm based on the concept of level set is presented for globally solving generalized linear multiplicative programming problems. The proposed algorithm is concise and easy to iniplement, so it is quite suitable for engineering applications. Finally, the global convergence is presented and the practical efficiency of the algorithm is demonstrated by the numerical experiments. (C) 2015 Elsevier B.V. All rights reserved.

关键词： Level set algorithm generalized linear multiplicative programming Global optimization Nonisolated feasible solution

来源：评论

学校读者我要写书评

暂无评论

An efficient method for generalized linear multiplicative programming problem with multiplicative constraints

引用

SPRINGERPLUS 2016年第1期5卷 1302页

作者： Zhao, Yingfeng Liu, Sanyang Xidian Univ Sch Math & Stat Xian 710071 Peoples R China Henan Inst Sci & Technol Sch Math Sci Xinxiang 453003 Peoples R China

We present a practical branch and bound algorithm for globally solving generalized linear multiplicative programming problem with multiplicative constraints. To solve the problem, a relaxation programming problem which is equivalent to a linear programming is proposed by utilizing a new two-phase relaxation technique. In the algorithm, lower and upper bounds are simultaneously obtained by solving some linear relaxation programming problems. Global convergence has been proved and results of some sample examples and a small random experiment show that the proposed algorithm is feasible and efficient.

关键词： generalized linear multiplicative programming Global optimization Branch and bound

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：