Optimality condition and algorithm with deviation integral for global optimization

被引：13

作者：

Yao, Yirong ^{[2
]}

Chen, Liu ^{[2
]}

Zheng, Quan ^{[1
,2
]}

机构：

[1] Columbus State Univ, Dept Math, Columbus, GA 31907 USA

[2] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2009年 / 357卷 / 02期

关键词：

Global optimization; Integral global minimization; Global optimality condition; Robust analysis; Deviation integral; Stochastic implementation; MINIMIZATION;

D O I：

10.1016/j.jmaa.2009.04.022

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

To study the integral global minimization, a general form of deviation integral is introduced and its properties are examined in this work. In terms of the deviation integral, optimality, condition and algorithms are given. Algorithms are implemented by a properly designed Monte Carlo simulation. Numerical tests are given to show the effectiveness of the method. (C) 2009 Elsevier Inc. All rights reserved.

引用

页码：371 / 384

页数：14

共 11 条

[1]

Bazaraa MS., 2013, Nonlinear programming: theory and algorithms

[2]

HONG CS, 1988, INTEGRAL GLOBAL OPTI

[3] THE TUNNELING ALGORITHM FOR THE GLOBAL MINIMIZATION OF FUNCTIONS [J].

LEVY, AV ;

MONTALVO, A .

SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1985, 6 (01) :15-29

[4]

PAN Z, LEVEL VALUE ESTIMATI

[5]

Phu HX, 1996, NUMER FUNC ANAL OPT, V17, P167

[6] Discontinuous robust mappings are approximatable [J].

Shi, SZ ;

Zheng, QA ;

Zhuang, DM .

TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1995, 347 (12) :4943-4957

[7]

WU DH, SUFFICIENT NECESSARY

[8] Integral global minimization: Algorithms, implementations and numerical tests [J].

Zheng, Q ;

Zhuang, DM .

JOURNAL OF GLOBAL OPTIMIZATION, 1995, 7 (04) :421-454

[9] ROBUST ANALYSIS AND GLOBAL OPTIMIZATION [J].

ZHENG, Q .

COMPUTERS & MATHEMATICS WITH APPLICATIONS, 1991, 21 (6-7) :17-24

[10]

郑权, 1990, Acta Mathematicae Applicatae Sinica, V6, P317, DOI 10.1007/BF02015339

← 1 2 →