Modified integral-level set method for the constrained solving global optimization

被引：0
|
作者：
Tian, WW [1 ]
Wu, DH
Zhang, LS
Li, SL
机构：
[1] Shanghai Univ, Sch Sci, Dept Math, Shanghai 200436, Peoples R China
[2] Nanjing Univ, Dept Math, Nanjing 210093, Peoples R China
[3] Fudan Univ, Sch Management, Shanghai 200433, Peoples R China
来源：
APPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION | 2004年 / 25卷 / 02期
基金：
中国国家自然科学基金;
关键词：
constrained global optimization; integral-level set; convergence;
D O I：
10.1007/bf02437321
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The constrained global optimization problem being considered, a modified integral-level set method was illustrated based on Chew-Zheng's paper on Integral Global Optimization and Wu's paper on Implementable Algorithm Convergence of Modified Integral-Level Set Method for Global Optimization Problem. It has two characters: 1) Each phase must construct a new function which has the same global optimal value as that of primitive objective function; 2) Comparing it with Zheng's method, solving level set procedure is avoided. An implementable algorithm also is given and it is proved that this algorithm is convergent.
引用
收藏
页码：202 / 209
页数：8
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