Constrained non-linear programming: A minimum cross-entropy algorithm

被引：5
|
作者：
Das, NC
Mazumder, SK [1 ]
De, K
机构：
[1] Bengal Engn Coll DU, Dept Math, Howrah 711103, W Bengal, India
[2] Univ Calcutta, Dept Math, Kolkata 700073, W Bengal, India
[3] Vidyasagar Univ, Dept Math, Midnapore, W Bengal, India
来源：
ENGINEERING OPTIMIZATION | 1999年 / 31卷 / 04期
关键词：
entropy; cross-entropy; non-linear programming; surrogate constraints; minimum-cross entropy principle;
D O I：
10.1080/03052159908941383
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
The paper presents an information-theoretic algorithm for solving constrained non-linear programming problems based upon the principle of minimum cross-entropy and surrogate mathematical programming. It is an alternative to the earlier work by Templeman and Li [4-6] based on the maximum entropy principle and so far as the rate of convergence of the solution is concerned it is an improvement upon it. The merit of the present technique is illustrated with two numerical examples.
引用
收藏
页码：479 / 487
页数：9
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