对许多工程设计中常用的一类带常系数线性比式和问题(P)提出一确定性全局优化算法.该算法利用等价问题和线性化技术,建立了问题(P)的松弛线性规划(RLP),从而将原非凸问题(P)的求解过程转化为求解一系列线性规划问题(RLP),通过可行域的连续细分以及求解一系列线性规划,提出的分枝定界算法收敛到问题(P)的全局最优解,且数值实验表明了算法的可行性.
In this paper a deterministic global optimization algorithm is proposed for locating global minimum of a class of sum of linear ratios problem (P) ,which can be applied to engineering designs. By utilizing equivalent problem and linearization technique, the relaxation linear programming (RLP) about (P) is established, thus the initial non-convex problem (P) is reduced to a series of linear programming (RLP). The proposed branch and bound algorithm is convergent to the global minimum of (P) through the successive refinement of the feasible region and solutions of a series of RLP, and finally the numerical experiment is given to illustrate the feasiblity of the presented algorithm.