广义二次规划和广义几何规划的全局优化方法

《广义二次规划和广义几何规划的全局优化方法》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。

1、ABSTRACTInthispaper”mainlystud3tiletwokindsofnollcolivexprogrammingprohIelnswhichareII()IICOIIVf*XquadratkprogrammingwithadditionalmultiplicativeconstraintsandgeneralizedgeometricprogrammingTheyarewidelyusedilltilee(onom)transportationmanagemelltandotherscienceButsuchprobl

2、emsusuallyh。wPlllorethan011elocaloptimalsohltionandglobaloptimizationmethodhawnotacertaiilcriterionintheoryt(1rt山ⅥbetherH10cmoptimalsolutionisfileglobalopfimfflsolutitmSoitis刚difficulttosolvetileglohaloptimalsolution、、’lththedevelopmentofthegfohaloptimizationmethodstheproh

3、lem(R／IItheoreticallyhegottileapproximateh'asihlesolution．withinagiventolerance．wlfichist【)heclosetotheactllaloptilhalsolutionI)3theinfinitetimesofiterationUnfortunately．forhordes*nonco[11,％,xprobhnnsfindingafoaaihlesolutionisahnostasdifficult“solvingtileproblemitselfFunhe

4、rmoreiftheglohaloptimalsolutiollhappensI,oheBIIisoiat(】(1h*asihiepointitcallscNseriousditlikuhiesfor1)rm：ticaltomputatlnllToovPrcometheselinfitationsweproposetheuPwmethodbaaed011thebr}mchandbound}dgorithmTilepaperisorganized㈦folh,ws：inChapter1．ahriefhltroductfollixgiventos

5、everaldeterministicappl'oadlebaadslo(hasticapproachesThenn℃目"thelatestresearchdevelopnmntandsinlpl3introduceourworkinthispaperInChapter2⋯Ils(ii},sthenpwglohaloptimizationalg(111lhmfortiletloncollVeX1IIquadraticprogrammingwithadditionalmultiplicafi、econstraintsFirstl)，theor

6、iginalImlblmnisequivalenttoallmonotuni(optimizationproblemuhosetlleobje+tireisasinglevariableequationSecondbrwpllsPadapti',，esubdivisionandconstructanauxiliarypmbLetLlto血ld血e(∈’7)一optml札sokxtfanThe11e-4,-globatoptimiz¨H)I、Mgoritbmturnsoutthata11(!H)一optinlalsolutionisadequ

7、atelyguaranteedtobecloset()theactualoptimalsolutionAnadaptivesubdivisonprocess(anbeusedwhichmayensureafasterconvergencethantbestandardrectangularbisectionFinally．convergenceofthealgorithmisshonnandtheexpermentisgiventoillustratethefefLqibilit3alldeffectivenessofthepresenta

8、lgorithmInChapter3．thenewglobaloptimizatfanalgorithnl

9、whidlismentiimedinchapter2isapplied