Global minimization of constrained problems with discontinuous penalty functions

被引：7
作者：
Zheng, Q [1 ]
Zhang, LS
机构：
[1] Brock Univ, Dept Math, St Catharines, ON L2S 3A1, Canada
[2] Shanghai Univ, Dept Math, Shanghai 201800, Peoples R China
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 1999年 / 37卷 / 4-5期
关键词：
integral global minimization; robust sets and functions; discontinuous penalty functions;
D O I：
10.1016/S0898-1221(99)00058-9
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
With the integral approach to global optimization, a class of discontinuous penalty functions is proposed to solve constrained minimization problems. Optimality conditions of a penalized minimization problem are generalized to a discontinuous case; necessary and sufficient conditions for an exact penalty function are examined; a nonsequential algorithm is proposed. Numerical examples are given to illustrate the effectiveness of the algorithm. (C) 1999 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码：41 / 58
页数：18
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