English

运筹学学报 ›› 2010, Vol. 14 ›› Issue (1): 66-76.

• 运筹学 • 上一篇    下一篇

对带有盒约束的二次整数规划的一种线性化方法

任燕, 陈伟   

  • 出版日期:2010-03-15 发布日期:2010-03-15

 A Linearization Technique for Quadratic Integer Programming with Box Constrain

REN Yan, CHEN Wei   

  • Online:2010-03-15 Published:2010-03-15

被引次数

6

摘要： 本文主要讨论了二次整数规划问题的线性化方法.在目标函数为二次函数的情况下，我们讨论了带有二次约束的整数规划问题的线性化方法，并将文献中对二次0-1问题的研究拓展为对带有盒约束的二次整数规划问题的研究.最终将带有盒约束的二次整数规划问题转化为线性混合$0-1$整数规划问题，然后利用Ilog-cplex或Excel软件中的规划求解工具进行求解，从而解决原二次整数规划.  

Abstract: In this paper, we discusses the linearization technique for the quadratic integer programming problem. Under the objective function is quadratic function, we consider the linearization strategy for the  problem with quadratic constrain, and extend the method for quadratic $0-1$problem to the quadratic problem with box constrains.  We consider the reduction of quadratic integer programming problems to linear mixed $0-1$ programming problems,and then solve the linear mixed $0-1$ programming problems with ilog-cplex or Excel.