广义几何规划的加速全局优化算法

J4 ›› 2013, Vol. 48 ›› Issue (1): 72-77.

广义几何规划的加速全局优化算法

王开荣,马琳

重庆大学数学与统计学院, 重庆 401331

收稿日期:2012-03-16 出版日期:2013-01-20 发布日期:2013-01-15
作者简介:王开荣(1965- ),男,教授,博士,主要从事最优化理论及算法的研究. Email: kairong@cqu.edu.cn
基金资助:
重庆市高等教育教学改革研究重点项目(102104)

An accelerating algorithm for solving global solution of generalized geometric programming

WANG Kai-rong, MA Lin

College of Mathematics and Statistics, Chongqing University, Chongqing 401331, China

Received:2012-03-16 Online:2013-01-20 Published:2013-01-15

摘要/Abstract

摘要：

广义几何规划(generalized geometric programming,GGP)问题广泛出现在工程设计、风险管理以及工业制造等实际应用中。基于凸松弛提出GGP的加速全局优化算法,该算法通过新的剪枝技术,能将当前计算的不存在全局最优解的区域去除,从而加速算法收敛到全局最优解。最后给出了算法的收敛性证明。数值实验表明该算法是可行有效的。

关键词: 广义几何规划; 全局优化;凸松弛;剪枝技术

Abstract:

Generalized Geometric Programming(GGP) problems widely occur in engineering design, risk management, manufacturing, and so on. Based on the convex relaxation, an accelerating algorithm for solving global solution of generalized geometric programming was proposed. A new pruning technique was used to cut away the current investigated region in which the global optimal solution does not exist and improve the convergence speed of this algorithm. Convergence of the algorithm was proved. Some experiments are reported to show the feasibility and efficiency of the proposed algorithm.

Key words: generalized geometric programming; global optimization; convex relaxation; pruning technique

王开荣,马琳. 广义几何规划的加速全局优化算法[J]. J4, 2013, 48(1): 72-77.

WANG Kai-rong, MA Lin. An accelerating algorithm for solving global solution of generalized geometric programming[J]. J4, 2013, 48(1): 72-77.

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