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一类约束不可微优化问题的区间极大熵方法
引用本文:曹德欣,叶帅民.一类约束不可微优化问题的区间极大熵方法[J].运筹学学报,1999,3(4):55-64.
作者姓名:曹德欣  叶帅民
作者单位:中国矿业大学数力系!徐州,221008,中国矿业大学数力系!徐州,221008,中国矿业大学数力系!徐州,221008
基金项目:The project was supported by the Coal Science Foundation of China ,the Science Foundation of CUMT
摘    要:本文研究求解不等式约束离散minimax问题的区间算法,其中目标函数和约束函数是 C~1类函数.利用罚函数法和极大熵函数思想将问题转化为无约束可微优化问题,讨论了极大熵函数的区间扩张,证明了收敛性等性质,提出了无解区域删除原则,建立了区间极大熵算法,并给出了数值算例.该算法是收敛、可靠和有效的.

关 键 词:区间算法  极大熵函数  罚函数  离散minimax问题

An Interval Maximum-Entropy Method for A Class of Constrained Nondifferentiable Optimization Problems
DEXIN CAO,SHUAIMIN YE,HAIJUN WANG.An Interval Maximum-Entropy Method for A Class of Constrained Nondifferentiable Optimization Problems[J].OR Transactions,1999,3(4):55-64.
Authors:DEXIN CAO  SHUAIMIN YE  HAIJUN WANG
Abstract:An interval algorithm for inequality constrained discrete minimax problems is described,in which the constituent objective functions and constrained functions are C~1 functions. We transform this problem to unconstrained differentiable optimization problem with the idea of the maximum-entropy function and penalty function methods, discuss the interval extensions of the maximum-entropy functions, prove relevant properties, and provide the region deletion test rules. At last, we design an interval maximum-entropy algorithm with the bisection rule of Moore. That is convergence, stable and reliable. Moreover, the numerical results are presented.
Keywords:interval algorithm  maximum-entropy function  penalty function    discrete minimax problem    
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