共查询到13条相似文献,搜索用时 62 毫秒
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凹二次规划问题的一个融合割平面方法的分支定界混合算法 总被引:4,自引:2,他引:2
把割平面方法融于分支定界方法之中,本文提出了求解凹二次规划问题的一个融合割平面方法的分支定界混合算法,证明了该算法是收敛的.数值例子也表明这个算法是有效的,并且好于单纯形分支定界算法。 相似文献
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针对球约束凸二次规划问题,利用Lagrange对偶将其转化为无约束优化问题,然后运用单纯形法对其求解,获得原问题的最优解。最后,对文中给出的算法给出了论证。 相似文献
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本文研究D.C.集(凸集的差)上极小化非凸二次规划问题的最优解。我们首先证明了该问题的Lagrange对偶的稳定性,即不存在对偶间隙;接着利用该性质得到问题的全局最优性条件和最优解集,它可以像凸规划那样,借助它的对偶问题的解集精确地描述出来。最后,通过一个例子来说明这些结论。 相似文献
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The purpose of this paper is to formulate and solve a nonlinear mixed zero-one integer programming problem aimed to maximize total output by scheduling the operational time of N non-identical machines. Properties of the optimal solution are identified under restrictions imposed on machine availability and various budget constraints. A branch and bound algorithm to solve the problem is suggested. 相似文献
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The paper considers global optimization of costly objective functions, i.e. the problem of finding the global minimum when there are several local minima and each function value takes considerable CPU time to compute. Such problems often arise in industrial and financial applications, where a function value could be a result of a time-consuming computer simulation or optimization. Derivatives are most often hard to obtain, and the algorithms presented make no use of such information.Several algorithms to handle the global optimization problem are described, but the emphasis is on a new method by Gutmann and Powell, A radial basis function method for global optimization. This method is a response surface method, similar to the Efficient Global Optimization (EGO) method of Jones. Our Matlab implementation of the Radial Basis Function (RBF) method is described in detail and we analyze its efficiency on the standard test problem set of Dixon-Szegö, as well as its applicability on a real life industrial problem from train design optimization. The results show that our implementation of the RBF algorithm is very efficient on the standard test problems compared to other known solvers, but even more interesting, it performs extremely well on the train design optimization problem. 相似文献