2006 运筹学中若干离散规划问题的相对差分搜索解法.pdfVIP

第 15 卷 第 4 期 运 筹 与 管 理 Vol. 15, No. 4 2006 年 8 月 OPERAT IO NS RESEARCH AN D M ANA GEM EN T SCIEN CE Aug. 2006 运筹学中若干离散规划问题的相对差分搜索解法 孙焕纯 王跃方 ( 大连理工大学 工程力学系, 辽宁 大连 116024) 摘 要: 运筹学中有很多离散规划问题。其中的线性规划通常用分 枝定界法或割平面法, 还有图 上作业法 求解。 不论哪种方法工作量都不小, 而且效率低; 至于非线性规划 大都是用 动态规 划法求 解, 也 很麻烦、耗时。 对于大 规模问题, 不论线性或非线性离散规划, 现有解法都受到问题规模的限制; 还有资源分配和背包问题至 今没有见 到解决方法。本文就是为了解决这些问题, 提出了相对差 分搜索算法。通过 5 个算例和其它文献中的 一些算例 计算验证了本法简单、快速、有效和精确, 尤其不受问题规 模的限制是其最大的优点。 关键词: 运筹学; 线性与非线性离散规划; 相对差分; 资源分配; 背包 。 中图分类号: O22; O24 文章标识码: A 文章编号: 10073221( 2006) 04001205 Relative Difference Search Algorithm for Some Nonlinear Discrete Programming Problems in Operations Research SU N H uancun WANG Yuefang ( Depar tment of E ngineering Mechanics, Dalian Univ ersity of Technology , Dalian 116024, China) Abstract: T here are many discrete program ming problems, in w hich generally the branch and bound, cutting plan or graphical operation methods are adopted to solve the linear discrete programs. No matter w hat method is used, much labor should be used, and the efficiency is lower. For the nonlinear discrete programs the dy namic programm ing method is used generally, and much time have to be consumed. For the large scale prob lems, w hether linear or nonlinear discrete programs are solved, the existing methods are all restricted to the scale of problems. In addition, the methods for solving the resources allocation and knapsack problems haven t been found now . In order to solve the above problems, the paper presents a relative difference search algo rithm. Calculation of five