求解最大乘法规划的准则空间搜索可行性泵浦启发式

IF 1.6 4区 数学 Q3 MATHEMATICS, APPLIED
Ashim Khanal, Hadi Charkhgard
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引用次数: 0

摘要

我们研究了一类具有多种实际应用的非线性优化问题,特别是合作博弈问题。这些问题被称为最大乘法规划(MMPs),可以看作是多目标优化中的“边界优化”实例。为了解决MMPs问题,我们引入了一种基于可行性泵的启发式算法,专门用于搜索其多目标优化对应的准则空间。通过计算研究,我们证明了该方法的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A criterion space search feasibility pump heuristic for solving maximum multiplicative programs
We study a class of nonlinear optimization problems with diverse practical applications, particularly in cooperative game theory. These problems are referred to as Maximum Multiplicative Programs (MMPs), and can be conceived as instances of “Optimization Over the Frontier” in multi-objective optimization. To solve MMPs, we introduce a feasibility pump-based heuristic that is specifically designed to search the criterion space of their multi-objective optimization counterparts. Through a computational study, we show the efficacy of the proposed method.
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来源期刊
Discrete Optimization
Discrete Optimization 管理科学-应用数学
CiteScore
2.10
自引率
9.10%
发文量
30
审稿时长
>12 weeks
期刊介绍: Discrete Optimization publishes research papers on the mathematical, computational and applied aspects of all areas of integer programming and combinatorial optimization. In addition to reports on mathematical results pertinent to discrete optimization, the journal welcomes submissions on algorithmic developments, computational experiments, and novel applications (in particular, large-scale and real-time applications). The journal also publishes clearly labelled surveys, reviews, short notes, and open problems. Manuscripts submitted for possible publication to Discrete Optimization should report on original research, should not have been previously published, and should not be under consideration for publication by any other journal.
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