论文

基于一种新的γ-扩张凹极小化问题的割平面算法

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  • 上海大学 理学院,上海 200444

收稿日期: 2010-09-10

  网络出版日期: 2012-02-29

Cutting Plane Method for Solving Concave Minimization Programming Based on a New γ-Extension

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  • College of Sciences, Shanghai University, Shanghai 200444, China

Received date: 2010-09-10

  Online published: 2012-02-29

摘要

首先,介绍凹极小化问题的有关内容及割平面算法的思想.然后,给出一种变上限函数积分法,并利用该积分法来求解凹极小化过程中γ-扩张的γ数.新算法在有限步内得到原问题的一个近似最优解,且算法的近似最优解为全局最优解.最后,通过数值试验证明了新算法是可行有效的.

本文引用格式

刘林娜,杨永建,余峰 . 基于一种新的γ-扩张凹极小化问题的割平面算法[J]. 上海大学学报(自然科学版), 2012 , 18(1) : 59 -63 . DOI: 10.3969/j.issn.1007-2861.2012.01.012

Abstract

We first briefly give the concept of concave minimization programming and the cutting plane method, and then propose the uncertain upper limited integral function method which will be used to solve γ constant in the γ-extension. We show that the proposed method only requires a finite number of iterations to reach a near-optimal solution that is just the global optimization. Implementation of the method is reported with satisfactory numerical results.
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