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解复杂二次整数规划问题的新型分枝定界算法
引用本文:陈志平,李乃成,卻峰. 解复杂二次整数规划问题的新型分枝定界算法[J]. 工程数学学报, 2004, 21(3): 371-376,416
作者姓名:陈志平  李乃成  卻峰
作者单位:西安交通大学理学院科学计算与应用软件系,西安,710049
基金项目:陕西省自然科学基金(2001SL09)资助项目.
摘    要:针对二次整数规划问题的特征,本文对传统分枝定界算法做了一系列的改进,其包括用HNF算法寻求初始整数可行解、对变量进行某种先验排序以确定分枝变量的选取次序、及针对变量的特性来选取分枝方向等,给出了可用于求解中大规模复杂二次整数规划问题的改进型分枝定界算法。数值试验结果表明所给算法大大改进了传统的分枝定界算法,并有广泛的适用性。

关 键 词:二次整数规划 分枝定界法 HNF算法
文章编号:1005-3085(2004)03-0371-06

A New Branch and Bound Algorithm for Solving Complex Integer Quadratic Programs
CHEN Zhi-ping,LI Nai-cheag,XI Feng. A New Branch and Bound Algorithm for Solving Complex Integer Quadratic Programs[J]. Chinese Journal of Engineering Mathematics, 2004, 21(3): 371-376,416
Authors:CHEN Zhi-ping  LI Nai-cheag  XI Feng
Abstract:Based on integer quadratic programs' characteristics, carried out in this paper are a series of improvements on the traditional branch-and-bound algorithm, which include the determination of the initial integer feasible solution by the HNF algorithm, the branching variable selection according to an newly introduced priority of variables and the node selection by utilizing variables' specific properties. An practical new-type branch-and-bound algorithm suitable for medium and large-scak; complex integer quadratic programs is thus derived, numerical results illustrate that the new algorithm is not only a great improvement on the traditional branch-and-bound algorithm, but suitable for different, complex problems.
Keywords:integer quadratic programs  branch and bound: the HNF algorithm
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