A LEVEL-VALUE ESTIMATION METHOD FOR SOLVING GLOBAL OPTIMIZATION

被引：0

作者：

邬冬华 ^{[1
,2
]}

俞武扬 ^{[3
]}

田蔚文 ^{[3
]}

张连生 ^{[4
]}

机构：

[1] Department of Mathematics Shanghai University,Shanghai ,P R China

[2] Department of Mathematics, Nanjing University, Nanjing , P R China

[3] Department of Mathematics Shanghai University, Shanghai , P R China

[4] Department of Mathematics Shanghai University,Shanghai ,PRChina

来源：

Applied Mathematics and Mechanics(English Edition) | 2006年 / 07期

关键词：

global optimization; level-value estimation; uniform distribution;

D O I：

暂无

中图分类号：

O221 [规划论（数学规划）];

学科分类号：

070105 ; 1201 ;

摘要：

<正>A level-value estimation method was illustrated for solving the constrained global optimization problem. The equivalence between the root of a modified variance equation and the optimal value of the original optimization problem is shown. An alternate algorithm based on the Newton's method is presented and the convergence of its implementable approach is proved. Preliminary numerical results indicate that the method is effective.

引用

页码：1001 / 1010

页数：10