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.
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页码：371 / 384
页数：14
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