对广泛应用于金融、证券投资等实际问题中的带指数的多项式函数的极小值问题(P1)提出了一种有效的全局优化算法.从理论上证明了本算法的收敛性,数值实验表明提出的方法是可行和有效的.
An efficient optimization algorithm for globally solving a polynomial function minimization under additional multiplicative constraints with exponent can be applied to such as finance and investment pratical problems, theoretically, the proof which the proposed branch and bound algorithm is convergent to the global minimum is provided. And the numerical ex- periments illustrate the feasibility and eficienc of the proposed algorithm.