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一种新的求解带有非凸二次约束的非凸二次规划问题的加速全局优化方法

A New Accelerating Method for the Global Non-convex Quadratic Optimization with Non-convex Quadratic Constraints

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【作者】 吴慧卓段东东张可村

【Author】 WU Hui-zhuo1,DUAN Dong-dong2,ZHANG Ke-cun1(1-School of Science,Xi’an Jiaotong University,Xi’an 710049;2-Institute of Mathematics,Xi’an Electric Power College,Xi’an 710032)

【机构】 西安交通大学理学院西安电力高等专科学校

【摘要】 本文中,我们结合一种由Qu,Zhang和Ji提出的全局规划问题以及适当的删除技巧提出一种新的加速全局优化算法来解决含有非凸二次约束的非凸二次规划(NQP)问题。这类优化问题能广泛应用于工程设计和非线性系统的鲁棒稳定性分析等实际问题中。这种技术能去掉大部分NQP问题全局最优解不存在的区域,而且它可以看成是NQP问题的全局优化算法的加速算法。同已有方法相比,数值实验显示运用这种方法的有效性显然提高,迭代步骤和运行时间明显减少。

【Abstract】 In this paper,we combine a new global optimization method with a suitable deleting technique to propose a new accelerating global optimization algorithm for solving the non-convex quadratic optimization problems with non-convex quadratic constraints(NQP).This programming has been extensively used in engineering design and operational research.This technique offers a possibility to cut away a large part of the currently investigated region in which the global optimal solution of NQP does not exist,and can be seen as an accelerating device for the global optimization algorithm of the NQP problems.Compared with the method proposed by Qu et.al.,numerical results show that the computational effciency is obviously improved by using this new technique,with respect to the number of iterations,the required iteration steps and the overall execution time.

  • 【文献出处】 工程数学学报 ,Chinese Journal of Engineering Mathematics , 编辑部邮箱 ,2009年01期
  • 【分类号】O221.2
  • 【被引频次】6
  • 【下载频次】321
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