| AN IMPLEMENTABLE ALGORITHM AND ITS CONVERGENCE FOR GLOBAL MINIMIZATION WITH CONSTRAINS |
| |
| 引用本文： | 李善良,邬冬华,田蔚文,张连生. AN IMPLEMENTABLE ALGORITHM AND ITS CONVERGENCE FOR GLOBAL MINIMIZATION WITH CONSTRAINS[J]. 高等学校计算数学学报(英文版), 2003, 12(1) |
| |
| 作者姓名： | 李善良 邬冬华 田蔚文 张连生 |
| |
| 作者单位： | Department of Management Science，Management College of FuDan University，Department of mathematics，Shanghai University，Department of mathematics，Shanghai University，Department of mathematics，Shanghai University Shanghai PRC 200433，Shanghai PRC 200436，Shanghai PRC 200436，Shanghai PRC 200436 |
| |
| 基金项目： | This work is supported by the National Natural Science Foundation of China(grants 19871053)and by the Science and Technology Development Foundation of Shanghai |
| |
| 摘 要： | With the integral-level approach to global optimization, a class of discontinuous penalty functions is proposed to solve constrained minimization problems. In this paper we propose an implementable algorithm by means of the good point set of uniform distribution which conquers the default of Monte-Carlo method. At last we prove the convergence of the implementable algorithm.
|
AN IMPLEMENTABLE ALGORITHM AND ITS CONVERGENCE FOR GLOBAL MINIMIZATION WITH CONSTRAINS |
| |
| Li shan-liang. AN IMPLEMENTABLE ALGORITHM AND ITS CONVERGENCE FOR GLOBAL MINIMIZATION WITH CONSTRAINS[J]. Numerical Mathematics A Journal of Chinese Universities English Series, 2003, 12(1) |
| |
| Authors: | Li shan-liang |
| |
| Affiliation: | 1. Department of Management Science,Management College of FuDan University, Shanghai 200433,PRC
2. Department of mathematics,Shanghai University, Shanghai 200436,PRC |
| |
| Abstract: | With the integral-level approach to global optimization, a class of discontinuous penalty functions is proposed to solve constrained minimization problems. In this paper we propose an implementable algorithm by means of the good point set of uniform distribution which conquers the default of Monte-Carlo method. At last we prove the convergence of the implementable algorithm. |
| |
| Keywords: | global optimization integral-level set discontinues penalty funcion good point set of uniform distribution. |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
