| AN INTERVAL ALGORITHM FOR CONSTRAINED GLOBAL OPTIMIZATION |
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| 作者姓名： | 张连生 朱文兴 田蔚文 |
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| 作者单位： | Department of Mathematics，Shanghai University of Science and Technology，Shanghai 201800，PRC.，Department of Mathematics，Shanghai University of Science and Technology，Shanghai 201800，PRC，Department of Mathematics，Shanghai University of Science and Technology，Shanghai 201800，PRC. |
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| 基金项目： | This research is supported by the National Science Foundation of China. |
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| 摘 要： | In order to solve the constrained global optimization problem,we use penalty functions not only on constraints but also on objective function. Then within the framework of interval analysis,an interval Branch-and-Bound algorithm is given,which does not need to solve a sequence of unconstrained problems. Global convergence is proved. Numerical examples show that this algorithm is efficient.
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AN INTERVAL ALGORITHM FOR CONSTRAINED GLOBAL OPTIMIZATION |
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| Zhang Lian-sheng.AN INTERVAL ALGORITHM FOR CONSTRAINED GLOBAL OPTIMIZATION[J].Numerical Mathematics A Journal of Chinese Universities English Series,1995(1). |
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| Authors: | Zhang Lian-sheng |
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| Institution: | Zhang Lian-sheng Department of Mathematics,Shanghai University of Science andTechnology,Shanghai 201800,PRC. Zhu Wen-xing Department of Mathematics,Shanghai University of Science andTechnology,Shanghai 201800,PRC. Tian Wei-wen Department of Mathematics,Shanghai University of Science andTechnology,Shanghai 201800,PRC. |
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| Abstract: | In order to solve the constrained global optimization problem,we use penalty functions not only on constraints but also on objective function. Then within the framework of interval analysis,an interval Branch-and-Bound algorithm is given,which does not need to solve a sequence of unconstrained problems. Global convergence is proved. Numerical examples show that this algorithm is efficient. |
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| Keywords: | Constrained golbal optimization interval analysis penally function Branch -and-Bound algorithm |
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