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广义几何规划的完全二阶原算法

A Primal Algorithm of Complete Second Order Condensation for GGP

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【作者】 隋允康由衷

【Author】 Sui Yunhang, You Zhong(Research Institute of Engineering Mechanics, Dalian Uniyersity of Technology)

【机构】 大连理工大学工程力学研究所大连理工大学工程力学研究所

【摘要】 对于广义几何规划问题,对目标函数和约束函数皆采用二阶缩并,化为对数变量空间中的约束二次的二次规划,采用文[7]的广义二次规划解法求解之。算法收敛快而稳定。

【Abstract】 By taking the second order condensation for goal and constraint functions,a GGP (generalized geometric programming)problem is reformulated as a quard-ratic programming with quardratic constraints in the log-variable space,which is solved by the method of generalized quardratic programming introduced in the reference [7]. The algorithm converges either rapidly or stably and the convergence occurs in about 4 times iteration generally.

【基金】 中国科学院科学基金
  • 【被引频次】6
  • 【下载频次】50
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