Modified integral-level set method for the constrained solving Global Optimization

被引:3
|
作者
Tian Wei-wen
Wu Dong-hua
Zhang Lian-sheng
Li Shan-liang
机构
[1] Shanghai University,Department of Mathematics, School of Science
[2] Nanjing University,Department of Mathematics
[3] Fudan University,School of Management
关键词
D O I
10.1007/BF02437321
中图分类号
学科分类号
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:7
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