Iterative a geometric programming method for solving a class of minimax fractional optimization problems

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摘要:

研究了一类Minimax分式规划问题(MFP).首先通过引进变量,将问题(MFP)等价转化为问题(EP1),其次,再将问题(EP1)中的约束函数整理成正项式的形式,然后,利用特殊不等式的性质将问题(EP1)转化为易于求解的几何规划问题(GP),通过求解一系列(GP)问题获得原问题的最优解,最后,给出求解问题(MFP)的迭代算法以及算法的收敛性分析,数值结果表明了算法的有效性.

This paper studies a class of Minimax fractional programming problems.Firstly,by introducing variables,the problem(MFP)is equivalently converted to problem(EP1).Secondly,the constraint function in the problem(EP1)is organized into a positive term.Then,by using the properties of special inequalities,problem(EP1)is transformed into an easy-to-solve geometric programming problem(GP),and the optimal solution of the original problem is obtained by solving a series of(GP)problems.Finally,the iterative algorithm for solving problem(MFP)and the convergence analysis of the algorithm are given,and the numerical results show that the algorithm is feasible and effective.

作者:

申培萍 王亚飞 吴殿晓

Shen Peiping;Wang Yafei;Wu Dianxiao(School of Mathematics and Statistics,North China University of Water Resources and Electric Power,Zhengzhou 450046,China)

机构地区:

华北水利水电大学数学与统计学院

出处:

《betway官方app 学报:自然科学版》 CAS 北大核心 2023年第2期56-62,共7页

Journal of Henan Normal University(Natural Science Edition)

基金:

国家自然科学基金(12071133,11871196).

关键词:

Minimax分式规划 几何规划 迭代算法

Minimax fractional programming geometric programming iterative algorithm

分类号:

O221.2 [理学—运筹学与控制论]


求解一类Minimax分式优化问题的几何规划方法.pdf


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