学术
摘 要:
本文提出了一种新的适用于处理非线性约束下线性规划问题的全局优化算法。该算法通过构造子问题来寻找优于当前局部最优解的可行解。该子问题可通过模拟退火算法来解决。通过求解一系列的子问题．当前最优解被不断地更新，最终求得全局最优解。最后，本算法应用于几个典型例题，并与罚函数法相比较，数值结果表明该算法是可行的，有效的。[著者文摘]
文章出处:
《运筹与管理》-2007年16卷1期 -28-31页
栏目信息:
分 类 号:
文献标识码:
A
文章编号:
1007-3221（2007）01-0028-04
Global Optimal Algorithm for Linear Programming Problems Subjected to Nonlinear Constraints
QIAN Wei-yi, YANG Yu, WANG Hong-jie, YANG Ju （Department of Mathematics, Bohai University, J inzhou 121000, China）
Abstract:
A new global optimal algorithm is presented to solve linear programming problems with nonlinear constraints. In this algorithm, a subproblem is set up to search for a new feasible point at which the value of the objective function is lower than the current local minimum. The subproblem is solved by simulated annealing algorithm. Through solving a sequence of subproblems, the current optimal feasible solution can be incessantly renewed and the global optimal solution can be got at last. Finally, this algorithm is applied to some test problems and it has the better results than using the penalty function algorithm.[著者文摘]
Key words:
operations research;nonlinear programming;simulated annealing; nonlinear inequality constraints
基金资助:
辽宁省教育厅科学研究计划资助项目（2005040）
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