针对一类非线性比式和问题首次提出一种求其全局最优解的单纯形分枝定界算法.该算法利用La-grange对偶理论将原来的非线性非凸优化问题转化为一系列易于求解的线性规划.理论分析和数值算例均表明提出的算法是可行的.
This paper presents for the first time a simplicial branch and bound algorithm for globally solving a class of nonlinear sum of ratios problem. The algorithm uses Lagrange duality theory to convert the primal nonlinear nonconvex optimization problem into a sequence of linear programming problems,which can be solved very efficiently. Theory analysis and the numerical example show that the proposed algorithm is feasible.