Optimization Algorithm for Solving a Kind of Mathematical Problems
In this paper, we develop an algorithm to globally solve a kind of mathematical problem. Firstly, by utilizing equivalent problem and linear relaxation method, a linear relaxation programming of original problem is established. Secondly, by using branch and bound technique, a determined global optimization algorithm is proposed for solving equivalent problem. Finally, the convergence of the proposed algorithm is proven and numerical examples showed that the presented algorithm is feasible to solve the kind of mathematical problems.
H. W. Jiao and K. Li, "Optimization Algorithm for Solving a Kind of Mathematical Problems", Applied Mechanics and Materials, Vols. 44-47, pp. 3423-3426, 2011