New Computational Method for a Class of Optimization Problems in Production System and System Engineering

摘要

In this paper, a new computational method is proposed for solving a class of optimization problems which have broad applications in production system and system engineering. Firstly, by exploiting structure of the problem, linear relaxation programming of the original problem is constructed. By using simplex method we can solve a sequence of linear relaxation programming, the proposed algorithm is convergent to the global minimum of original problem through the successive refinement of the feasible region of a series of linear programming problems. In finally, numerical experiments are given to show the feasible of the proposed method.