为确定广义线性比式和规划问题(GFP)的全局最优解,提出一个新的分支定界方法.在算法中,分支过程采用单纯形对分规则,且界的估计通过一些线性规划问题的求解完成.给出算法的收敛性证明.数值试验结果显示算法是有效可行的.
This paper presents a new branch and bound algorithm for globally solving generalized linear fractional programming (GFP).In this algorithm,a well known simplicial subdivision is used in the branching procedure and the bound estimation is performed by solving certain linear programs.The convergence of this algorithm is established,and some experiments are reported to show the feasibility of the proposed algorithm.