上海治理论坛第523期
标题:纳什议价问题中线性乘积规划模型的分支定界算法(Branch and bound algorithms for linear multiplicative program in Nash bargaining problems)
演讲人:申培萍教授,华北水利水电大学
主持人:林贵华教授,亿万先生MR治理学院
功夫:2024年5月29日(周三),下午3:30
地址:亿万先生MR校本部东区1号楼治理学院420会议室
主办单元:亿万先生MR治理学院、亿万先生MR治理学院青老大师联谊会
演讲人简介:
国内驰名运筹学专家,华北水利水电大学二级教授、博士生导师,河南省“杰青”,河南省“高档次人才”,河南省教育厅学术技术带头人,河南省教育系统优良老师。
曾任中国运筹学会理事,现任中国运筹学会数学规划分会资深理事,河南省运筹学会副理事长,河南省数字图形图像学会常务理事。
承担国度天然科学基金7项,其中主持面上项目4项,作为第一参加人2项。曾获河南省卓越青年基金、河南省高?萍即葱氯瞬胖С执蛩愕榷嘞羁翁。
重要从事全局最优化理论、算法及其在工程领域中的利用钻研。颁发学术论文70余篇,独著学术著述《全局优化步骤》在科学出版社出版,获河南省科技进取奖,以及河南省讲授成就奖等多个奖项。
演讲内容简介:
The bargaining problem is a cooperative game in which all participants agree to form a coalition, instead of competing with each other, to get a higher payoff. Therefore, a key issue to address is determining the payoff for each participant in this coalition. The Nash bargaining solution indicates that for two participants, the problem of maximizing the payoff for each player can be modeled as the linear multiplicative programming problem (LMP). This highlights the importance of establishing efficient algorithms for solving (LMP). In this talk, we focus on developing various branch and bound methods for (LMP). To this end, a new bounding technique is proposed by integrating two linear relaxation methods, then a linear relaxation branch and bound algorithm is presented. Also, we establish a novel second order cone relaxation for (LMP), thus the process of solving (LMP) can be translated into solving a series of second order cone programs. Additionally, a simplicial branch and bound algorithm is designed to solve (LMP) based on a new convex quadratic relaxation and simplicial branching process. Finally, we analyze the convergence and complexity of the developed algorithms, and numerical results demonstrate their efficiency.
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