| 线性分式规划的Frank—wolfe优化算法 |
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| 引用本文： | 陈诚,杨森,李粉红.线性分式规划的Frank—wolfe优化算法[J].商洛师范专科学校学报,2010(2):20-21. |
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| 作者姓名： | 陈诚 杨森 李粉红 |
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| 作者单位： | [1]西安通信学院基础部,陕西西安710106 [2]河南科技大学理学院,河南洛阳471003 [3]商洛学院数学与计算科学系,陕西商洛726000 |
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| 基金项目： | 基金项目：商洛学院科研基金项目（08SKY031） |
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| 摘 要： | 线性分式规划在经济管理领域有着广泛的应用，但分式规划是非线性优化模型，相对复杂。利用Frank-wolfe优化方法，将带有线性约束条件的一类线性分式规划转化为线性规划，求得此类线性分式规划的局部最优解；同时给出了算法的步骤，讨论了收敛性定理；通过数值实验，发现该算法具有迭代次数少等优点。
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| 关 键 词： | 分式规划 线性化方法 收敛性 |
Frank-wolfe Optimization Algorithm of Linear Fractional Programming |
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| CHEN Cheng,YANG Seng,LI Fen-Hong.Frank-wolfe Optimization Algorithm of Linear Fractional Programming[J].Journal of Shangluo Teachers College,2010(2):20-21. |
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| Authors: | CHEN Cheng YANG Seng LI Fen-Hong |
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| Institution: | 1.Basic Courses Department,Xi＇an Communication Institute,Xi＇an,Shaanxi 710106;2.School of Science, Hcnan University of Science and Technology,Luoyang,Henan 471003;3.Department of Mathemtics and Computational Science,Shangluo University,Shangluo,Shaanxi 726000) |
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| Abstract: | The linear fractional programming was widely applied to economy and management field. But the linear fractional programming is nonlinear optmization model and relatively complex.Applying Frank-wolfe algorithm, the linear fractional programming with the linear constraint condition was transformed into linear programming. And the computational steps in determining all optimal solutions are given： convergence theorem is also discussed. Finally, numerial computations show that this algorithm has less iterative steps. |
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| Keywords: | fractional programming linearization method convergence |
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