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针对不连续无约束全局优化问题,构造且运用对数变差积分来进行研究和求解.具体给出了对数变差积分函数的分析性质及其全局优化问题的最优性条件和概念性算法.结合Monte-Carlo技术,特别针对n=100个变量、具有不连续目标函数的三个具体实例进行了数值试验,计算结果也表明所给方法的可行性和有效性. 相似文献
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本文给出了混合整数二次规划问题的全局最优性条件,包括全局最优充分性条件和全局最优必要性条件.我们还给出了一个数值实例用以说明如何利用本文所给出的全局最优性条件来判定一个给定点是否是全局最优解. 相似文献
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郑权 《应用数学与计算数学学报》1991,5(1):78-89
变分学、最优控制、微分对策等问题,要求考虑无限维空间中的总极值问题,但实际计算中只能得出有限维空间中的解。本文利用积分型总极值途径和变测度的思想,给出了最优性条件,算法及从有限维过渡到无限维的收敛性,最后还给出构造变测度序列的两个例子。 相似文献
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本文研究一类非光滑向量均衡问题(Vector Equilibrium Problem)(VEP)关于近似拟全局真有效解的最优性条件.首先,利用凸集的拟相对内部型分离定理和Clarke次微分的性质,得到了问题(VEP)关于近似拟全局真有效解的最优性必要条件.其次,引入近似伪拟凸函数的概念,并给出具体实例验证其存在性,且在该凸性假设下建立了问题(VEP)关于近似拟全局真有效解的充分条件.最后,利用Tammer函数以及构建满足一定性质的非线性泛函,得到了问题(VEP)近似拟全局真有效解的标量化定理. 相似文献
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主要探讨优化问题的全局最优性条件.对于目标函数和不等式约束为一般二次可微函数的非线性规划问题,构造了相应的多项式下估计函数,使之满足多项式择一定理的条件,从而得到全局最优的必要条件. 相似文献
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分析了二维问题边界元法3节点二次单元的几何特征,区分和定义了源点相对高阶单元的Ⅰ型和Ⅱ型接近度.针对二维位势问题高阶边界元中奇异积分核,构造出具有相同Ⅱ型几乎奇异性的近似核函数,在几乎奇异积分单元上分离出积分核中主导的奇异函数部分.原积分核扣除其近似核函数后消除几乎奇异性,成为正则积分核函数,并采用常规Gauss数值方法计算该正则积分;对奇异核函数的积分推导出解析公式,从而建立了一种新的边界元法高阶单元几乎奇异积分半解析算法.应用该算法计算了二维薄体结构温度场算例,计算结果表明高阶单元半解析算法能充分发挥边界元法优势,显著提高计算精度. 相似文献
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Z. Y. Wu Y. J. Yang F. S. Bai M. Mammadov 《Journal of Optimization Theory and Applications》2011,151(2):241-259
The quadratic knapsack problem (QKP) maximizes a quadratic objective function subject to a binary and linear capacity constraint. Due to its simple structure
and challenging difficulty, it has been studied intensively during the last two decades. This paper first presents some global
optimality conditions for (QKP), which include necessary conditions and sufficient conditions. Then a local optimization method for (QKP) is developed using the necessary global optimality condition. Finally a global optimization method for (QKP) is proposed based on the sufficient global optimality condition, the local optimization method and an auxiliary function.
Several numerical examples are given to illustrate the efficiency of the presented optimization methods. 相似文献
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For a class of global optimization (maximization) problems, with a separable non-concave objective function and a linear constraint a computationally efficient heuristic has been developed.The concave relaxation of a global optimization problem is introduced. An algorithm for solving this problem to optimality is presented. The optimal solution of the relaxation problem is shown to provide an upper bound for the optimal value of the objective function of the original global optimization problem. An easily checked sufficient optimality condition is formulated under which the optimal solution of concave relaxation problem is optimal for the corresponding non-concave problem. An heuristic algorithm for solving the considered global optimization problem is developed.The considered global optimization problem models a wide class of optimal distribution of a unidimensional resource over subsystems to provide maximum total output in a multicomponent systems.In the presented computational experiments the developed heuristic algorithm generated solutions, which either met optimality conditions or had objective function values with a negligible deviation from optimality (less than 1/10 of a percent over entire range of problems tested). 相似文献
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In this paper, we first establish some sufficient and some necessary global optimality conditions for quadratic integer programming
problems. Then we present a new local optimization method for quadratic integer programming problems according to its necessary
global optimality conditions. A new global optimization method is proposed by combining its sufficient global optimality conditions,
local optimization method and an auxiliary function. The numerical examples are also presented to show that the proposed optimization
methods for quadratic integer programming problems are very efficient and stable. 相似文献
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In this paper a successive optimization method for solving inequality constrained optimization problems is introduced via a parametric monotone composition reformulation. The global optimal value of the original constrained optimization problem is shown to be the least root of the optimal value function of an auxiliary parametric optimization problem, thus can be found via a bisection method. The parametric optimization subproblem is formulated in such a way that it is a one-parameter problem and its value function is a monotone composition function with respect to the original objective function and the constraints. Various forms can be taken in the parametric optimization problem in accordance with a special structure of the original optimization problem, and in some cases, the parametric optimization problems are convex composite ones. Finally, the parametric monotone composite reformulation is applied to study local optimality. 相似文献
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We consider a class of global optimization problems, in which the objective function is Lebesgue integrable. In this paper, we present a sufficient and necessary condition for computing the essential infimum. This optimality condition can be used to design algorithms for solving the global optimization problem. 相似文献
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In this paper, a new local optimization method for mixed integer quadratic programming problems with box constraints is presented by using its necessary global optimality conditions. Then a new global optimization method by combining its sufficient global optimality conditions and an auxiliary function is proposed. Some numerical examples are also presented to show that the proposed optimization methods for mixed integer quadratic programming problems with box constraints are very efficient and stable. 相似文献
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郑权提出了求总极值问题的积分—水平集的概念性算法,同时给出了最优性条件.本文构造函数F(x),讨论了该函数的性质,证明求解原问题等价于求解方程F(c)=0的根.在文中给出了相应的总极值存在的最优性条件. 相似文献
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《Optimization》2012,61(4):773-800
AbstractIn this paper we study the risk-sensitive average cost criterion for continuous-time Markov decision processes in the class of all randomized Markov policies. The state space is a denumerable set, and the cost and transition rates are allowed to be unbounded. Under the suitable conditions, we establish the optimality equation of the auxiliary risk-sensitive first passage optimization problem and obtain the properties of the corresponding optimal value function. Then by a technique of constructing the appropriate approximating sequences of the cost and transition rates and employing the results on the auxiliary optimization problem, we show the existence of a solution to the risk-sensitive average optimality inequality and develop a new approach called the risk-sensitive average optimality inequality approach to prove the existence of an optimal deterministic stationary policy. Furthermore, we give some sufficient conditions for the verification of the simultaneous Doeblin condition, use a controlled birth and death system to illustrate our conditions and provide an example for which the risk-sensitive average optimality strict inequality occurs. 相似文献