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