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一类全局优化问题的线性松弛方法
引用本文:尹景本,薛春善.一类全局优化问题的线性松弛方法[J].重庆工学院学报,2008,22(4):63-66.
作者姓名:尹景本  薛春善
作者单位:河南科技学院数学系 河南新乡453003(尹景本),周口师范学院数学系 河南周口466001(薛春善)
摘    要:对一类全局优化问题(P)提出了一种线性松弛方法.利用线性化技术建立了问题(P)的松弛线性规划(RLP),通过对(RLP)可行域的细分以及一系列(RLP)的求解过程,提出算法收敛问题(P)全局最优解.数值实验表明,该方法是可行的.

关 键 词:线性松弛方法  线性规划  分枝定界

Linear Relaxation Method for a Class of Global Optimization Problems
YIN Jing-ben,XUE Chun-shan.Linear Relaxation Method for a Class of Global Optimization Problems[J].Journal of Chongqing Institute of Technology,2008,22(4):63-66.
Authors:YIN Jing-ben  XUE Chun-shan
Affiliation:YIN Jing-ben1,XUE Chun-shan2
Abstract:In this paper a linear relaxation method is proposed for a class of global optimization problem(P).By utilizing linearization technique,the relaxation linear programming(RLP) about the(P) is established,thus the initial nonconvex problem(P) is reduced to a series of linear programming(RLP).The proposed algorithm is convergent to the global minimum of(P) through the successive refinement of the feasible region and solutions of a series of RLP.And finally the numerical experiment is given to illustrate the feasibility of the presented algorithm.
Keywords:linearization relaxation method  linear programming  branch-and-bound
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