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Method of solving nonlinear programming problem, method of creating formulation plan, and computer program, recording medium, apparatus, and formulation operation method of these

机译:解决非线性编程问题的方法,制定配方的方法以及它们的计算机程序,记录介质,装置和配方操作方法

摘要

PROBLEM TO BE SOLVED: To provide a solution method of a non-linear programming problem which can accurately acquire an optimum solution of an original non-linear programming problem by retrieving a wide range when solving the non-linear programming problem including one or more non-linear items.SOLUTION: A solution method of a non-linear programming problem has: a vectorization step of a variable for stipulating a part of items included in non-liner items or a numerical expression as a new variable, changes a description of the non-linear programming problem, and defining the new variable as a one-dimensional or multidimensional vector variable; an initial solution creation step of the vector variable for creating a plurality of initial solutions of the vector variable; a formulation step of a linear programming problem for formulating the non-linear programming problem as a plurality of linear programming problems using a linear variable from a part of the items included in the non-linear items which is stipulated as the new variable, or the numerical expression and a plurality of the initial solutions; a solution step of the linear programming problem for acquiring solutions of a plurality of the linear programming problems; and a solution modification step of the vector variable for evaluating objective functions for solutions of a plurality of the vector variables, and modifying the solutions of the vector variables.SELECTED DRAWING: Figure 5
机译:要解决的问题:提供一种非线性规划问题的解决方法,该方法可以在求解包括一个或多个非规划问题的非线性规划问题时检索广泛的范围,从而准确地获取原始非线性规划问题的最优解。解决方案:非线性规划问题的一种解决方法包括:变量的矢量化步骤,用于将非直线项目中包含的部分项目或数值表达式规定为新变量,从而更改对线性项目的描述。非线性规划问题,并将新变量定义为一维或多维矢量变量;向量变量的初始解创建步骤,用于创建向量变量的多个初始解;线性规划问题的形成步骤,其用于使用非线性变量将非线性规划问题公式化为多个线性规划问题,该线性变量来自规定为新变量的非线性项目中包括的部分项目,或者数值表达式和多个初始解;线性规划问题的求解步骤,用于获取多个线性规划问题的解;以及矢量变量的求解修改步骤,用于评估多个矢量变量的求解的目标函数,并修改矢量变量的求解。图5

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