运筹学

线性约束三次规划问题的全局最优性必要条件和最优化算法

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  • 1. 重庆师范大学数学科学学院, 重庆 401331

收稿日期: 2014-05-28

  网络出版日期: 2015-06-15

基金资助

国家自然科学基金(No. NSFC11471062), 重庆市自然科学基金(Nos. cstc2013jjB00001, cstc2011jjA00010)

Necessary global optimality conditions and optimization methods for cubic polynomial optimization problems with linear constraints

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  • 1. School of Mathematical Sciences, Chongqing Normal University, Chongqing 401331, China

Received date: 2014-05-28

  Online published: 2015-06-15

摘要

讨论了带线性不等式约束三次规划问题的最优性条件和最优化算法. 首先, 讨论了带有线性不等式约束三次规划问题的 全局最优性必要条件. 然后, 利用全局最优性必要条件, 设计了解线性约束三次规划问题的一个新的局部最优化算法(强局部最优化算法). 再利用辅助函数和所给出的新的局部最优化算法, 设计了带有线性不等式约束三 规划问题的全局最优化算法. 最后, 数值算例说明给出的最优化算法是可行的、有效的.

本文引用格式

叶敏, 吴至友, 张亮 . 线性约束三次规划问题的全局最优性必要条件和最优化算法[J]. 运筹学学报, 2015 , 19(2) : 15 -28 . DOI: 10.15960/j.cnki.issn.1007-6093.2015.02.002

Abstract

In this paper, the global optimality conditions and optimization methods for cubic polynomial optimization problems with linear inequality  constraints are considered. Firstly,  we propose a necessary global optimality condition for cubic polynomial optimization problems with linear inequality constraints. Then, a new local optimization method (or called  strongly local optimization methods) is presented by using its necessary global optimality conditions. A global optimization method is proposed for cubic polynomial optimization problems with linear inequality constraints by combining the new local optimization methods together with some auxiliary functions. Finally, some numerical examples are given to illustrate that these approaches are efficient.

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