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凹多乘子规划问题的求解新方法
引用本文:靳利.凹多乘子规划问题的求解新方法[J].河南机电高等专科学校学报,2010,18(6):46-48.
作者姓名:靳利
作者单位:河南机电高等专科学校基础部,河南新乡453000
摘    要:对凹多乘子规划问题(CMP)提出一新的确定性全局优化算法。该算法通过分支定界过程,全局地求解了问题(CMP)的等价凹极小化问题(P)。理论分析表明算法收敛到问题(CMP)的全局最优解,且数值算例表明算法是可行的。

关 键 词:全局优化  凹多乘子规划  分支定界

A New Method for Solution of Concave Multiplicative Programming
JIN Li.A New Method for Solution of Concave Multiplicative Programming[J].Journal of Henan Mechanical and Electrical Engineering College,2010,18(6):46-48.
Authors:JIN Li
Affiliation:JIN Li(Henan Mechanical and Electronical Engineering College,Xinxiang 453000,China)
Abstract:A new global optimization method is proposed for concave multiplicative programming problem(CMP).To solve this problem,the algorithm globally solves an equivalent concave minimization problem(P) via a branch-and-bound search.From theory the proof which the proposed algorithm is convergent to the global minimum is given.And finally a numerical example is given to illustrate the feasibility of the algorithm.
Keywords:global optimization  concave multiplicative programming  branch and bound
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