利用分枝定界算法,首先将问题(P1)转化为其等价问题(P2),然后利用线性化技术,建立了(P2)松弛线性规划问题(RLP),通过对(RLP)可行域的细分及求解一系列线性规划问题,不断更新(P2)的上下界,从理论上证明了算法的收敛性,数值实验表明了算法的可行性和有效性.
In this paper a branch and bound approach is proposed for globally solving sum of quadratic ratios problem (P1) , based on the rectanglar partition . Firstly,the problem (P1) is converted into an equivalent problem (P2). Then, utilizing the linerizing method, a relaxation liner programming probiem (RLP) about (P2) is established. The proposed algorithm is convergent to the global minimum through the successive refinement of the feasible region and the solution of a series of the linear programming problems. Finally, the numerical experiments show the feasibility of the algorithm.