邵阳学院学报：自然科学版
邵暘學院學報：自然科學版
소양학원학보：자연과학판
Journal of Shaoyang University:Science and Technology
2012年
1期
23-27
,共5页
WCVaR%比值优化模型%割平面法
WCVaR%比值優化模型%割平麵法
WCVaR%비치우화모형%할평면법
WCVaR%ratio optimization model%cutting plane
研究了随机信息部分已知的比值优化模型的计算问题.对原模型应用对偶理论等价转化,通过考察转化后的模型结构,提出割平面算法.与已有的方法相比较,等价转化后的模型的变量维数将大大减少.最后运用算例测试算法的有效性,结果表明该算法的计算速度较已有的方法要快很多.该方法计算简单,存储需求小,比较适于求解随机信息部分已知的比值优化模型中的大规模问题.
研究瞭隨機信息部分已知的比值優化模型的計算問題.對原模型應用對偶理論等價轉化,通過攷察轉化後的模型結構,提齣割平麵算法.與已有的方法相比較,等價轉化後的模型的變量維數將大大減少.最後運用算例測試算法的有效性,結果錶明該算法的計算速度較已有的方法要快很多.該方法計算簡單,存儲需求小,比較適于求解隨機信息部分已知的比值優化模型中的大規模問題.
연구료수궤신식부분이지적비치우화모형적계산문제.대원모형응용대우이론등개전화,통과고찰전화후적모형결구,제출할평면산법.여이유적방법상비교,등개전화후적모형적변량유수장대대감소.최후운용산례측시산법적유효성,결과표명해산법적계산속도교이유적방법요쾌흔다.해방법계산간단,존저수구소,비교괄우구해수궤신식부분이지적비치우화모형중적대규모문제.
In this paper,computational problem of the ratio optimization models under information uncertainty are studied.The original model can be converted to its equivalent by duality theory.Notice that,the model has a special structure after equivalene transformation.The variable,compared with the existing methods,are greatly reduced by introducing cutting plane algorithm.Finally,the paper listed the analysis,the results show that the algorithm is much quicker than the linear programming algorithm on computation speed.It has played a special role for solving large-scale problems thanks to its simplicity and its very low memory requirement.
