Modified integral-level set method for the constrained solving Global Optimization |
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Authors: | Tian Wei-wen Wu Dong-hua Zhang Lian-sheng Li Shan-liang |
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Institution: | 1. Department of Mathematics, School of Science, Shanghai University, Shanghai 200436, P. R. China;2. Department of Mathematics, Nanjing University, Nanjing 210093, P. R. China;3. School of Management, Fudan University, Shanghai 200433, P. R. China |
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Abstract: | 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. |
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Keywords: | constrained global optimization integral-level set convergence |
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