| 含有等式约束非线性规划的全局优化算法 |
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| 引用本文： | 钱伟懿,冯恩民,李春发.含有等式约束非线性规划的全局优化算法[J].运筹学学报,2004,8(3):51-58. |
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| 作者姓名： | 钱伟懿 冯恩民 李春发 |
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| 作者单位： | 1. 渤海大学数学系,辽宁,锦州,121003
2. 大连理工大学应用数学系,辽宁,大连,116024 |
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| 基金项目： | ThisworkwassupportedbytheEducationalDepartmentFoundationofLiaoningprovince,No:2021401124 |
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| 摘 要： | 针对含有多个等式约束的非线性规划问题,提出一个全局优化算法.该方法基于可行集策略把改进的模拟退火方法与确定的局部算法方法相结合.对算法的收敛性进行了证明,数值结果表明算法的有效性及正确性.
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| 关 键 词： | 运筹学 非线性规划 等式约束 凝聚函数 模拟退火 全局优化 |
A Global Optimization Algorithm for Solving Nonlinear Programming Problem Involving Many Equality Constraints |
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| Abstract.A Global Optimization Algorithm for Solving Nonlinear Programming Problem Involving Many Equality Constraints[J].OR Transactions,2004,8(3):51-58. |
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| Authors: | Abstract |
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| Abstract: | In this paper, a global optimization algorithm is proposed for solving nonlinear programming problems with many equality constraints. The new algorithm, based on a feasible set strategy, uses an improved simulated annealing algorithm and a deterministic local algorithm. The convergence of the algorithm is proved. The numerical results illustrate the accuracy and efficiency of the algorithm. |
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| Keywords: | OR nonlinear programming equality constraint aggregate function simulated annealing global optimization |
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