【摘要】 利用分枝定界算法,首先将问题(P1)转化为其等价问题(P2),然后利用线性化技术,建立了(P2)松弛线性规划问题(RLP),通过对(RLP)可行域的细分及求解一系列线性规划问题,不断更新(P2)的上下界,从理论上证明了算法的收敛性,数值实验表明了算法的可行性和有效性.更多还原

【Abstract】 In this paper a branch and bound approach is proposed for globally solving sum of quadratic ratios problem(P1),based on the rectanglar partition.Firstly,the problem(P1) is converted into an equivalent problem(P2).Then,utilizing the linerizing method,a relaxation liner programming problem(RLP) about(P2) is established.The proposed algorithm is convergent to the global minimum through the successive refinement of the feasible region and the solution of a series of the linear programming problems.Finally,the numerical experiments show the feasibility of the algorithm.更多还原