標題: GLOBAL OPTIMIZATION FOR MIXED 0-1 PROGRAMS WITH CONVEX OR SEPARABLE CONTINUOUS-FUNCTIONS
作者: LI, HL
交大名義發表
資訊管理與財務金融系 註:原資管所+財金所
National Chiao Tung University
Department of Information Management and Finance
關鍵字: BRANCH-AND-BOUND;MIXED 0-1 PROGRAMS;SEPARABLE PROGRAMS
公開日期: 1-Sep-1994
摘要: This paper proposes a global approach for solving mixed 0-1 programming problems containing convex or separable continuous functions. Given a mixed 0-1 polynomial term z = x1x2...x(n)g(Y) where x1, x2,..., x(n) are 0-1 integer variables and g(Y) is a convex or a separable continuous function, we can transform z into a set of inequalities where x1, x2,..., x(n) and g(Y) are separated from each other. Based on this transformation, the original mixed 0-1 program can then be solved by a branch-and-bound method to obtain a global optimum.
URI: http://hdl.handle.net/11536/2346
ISSN: 0160-5682
期刊: JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
Volume: 45
Issue: 9
起始頁: 1068
結束頁: 1076
Appears in Collections:Articles