求非光滑全局优化问题的区间算法

本文通过区间工具和目标函数的特殊导数提出了一个非光滑全局优化问题的区间算法，所提出的方法能给出问题的全部全局极小点及全局极小值，理论分析和数值结构均表明本文方法是有效的。     

一类非光滑全局优化问题的区间展开方法

本文利用区间展开的特点,对一类全局优化问题提出一新的区间求解方法,该方 法能处理多元函数的全局优化问题.数值试验表明提出的方法是可行和有效的.     

一类约束全局优化的区间方法

在区间分析的基础上,对一类不等式约束的全局优化问题,给出几种新的不含全局极小的区域删除准则,提出了一个求不等式约束全局优化问题的区间算法.数值结果表明算法是可行和有效的.     

求一类多元多峰函数全局极小的区间斜率方法

Based on the interval analysis, an interval slope method is proposed for finding all global minimizers of a several peaks function f on domain X^0包含于R^n, which is given by interval slope discard tests and interval extension of objective function.Numerical results of representative test functions show that this method is practical and effective.     

一类求解非线性等式和不等式约束优化问题的区间算法

在Moore二分法的基础上,通过构造的区间列L中标志矢量R的分量取值来删除部分不满足约束条件的区域,将非线性约束优化问题转化为初始域子域上的无约束优化问题,该算法可利用极大熵方法求解多目标优化问题,理论分析和数值结果均表明,这种算法是稳定且可靠的.     

一类非光滑优化问题的区间算法

1引言 考虑下面离散minimax问题x∈X~(o)≤i≤m min max{f_i(x)},(1.1)     

演化均匀优化算法

针对演化算法，使用随机法产生初始点带来的缺陷和均匀设计方法的优点，提出了演化均匀优化算法，进行了算法收敛性分析，并把它应用于多峰函数的数值优化计算，给出了计算示例，结果表明该方法是一种可行而且有效的优化算法．     

一类带约束min-max-min问题的区间算法

构造了求解一类带不等式约束的min-max-min问题的区间算法,其中目标函数和约束函数都是一阶连续可微函数,证明了方法的收敛性,给出了数值算例.该方法可以同时求出问题的最优值和全部全局最优解,是有效和可靠的.     

求解带箱子集约束的非光滑全局优化问题的填充函数方法

提出了一个求解带箱子集约束的非光滑全局优化问题的填充函数方法.构造的填充函数只包含一个参数,且此参数在迭代过程中容易调节.分析了填充函数的理论性质,在此基础上设计了填充函数算法.数值计算验证了该算法的有效性.     

带性能约束布局问题的全局优化算法

以人造卫星仪器舱布局为例,应用图论,群对集合的作用,轨道与等价关系等刻划各种布局方案的同构,等价类等内在性质,从而首次给出带有性能约束二维布局问题的一个全局优化算法。     

AN INTERVAL ALGORITHM FOR CONSTRAINED GLOBAL OPTIMIZATION

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.     

GLOBAL CONVERGENCE OF NONMONOTONIC TRUST REGION ALGORITHM FOR NONLINEAR OPTIMIZATION

§ 1　 IntroductionIn this paper we study the following nonlinear equality constrained optimization prob-lem:minimize f(x) ,subjectto h(x) =0 ,(P)where h(x) =(h1 (x) ,h2 (x) ,...,hm(x) ) T,f and hi(i=1 ,2 ,...,m) are Rn→R twice conti-nously differentiable(m≤n) .Many authors have studied the problem(P) with trustregion method(see,references[1～ 3 ] ) .These methods have the same property:to enforce strict monotonicity for meritfunction at every iteration.Paper[4 ] shows thatstrictmonotonic …     

求连续minimax问题整体解的区间算法

1 引 言 Minimax问题是一类重要的数学规划问题,它来源于实际并有极广泛的应用([1],[2]).用区间数学方法求解 minimax问题已取得了一些成果.文[1]对由 C2类函数构成的无约束连续 minimax问题进行了研究,建立了相应的区间算法,文[6]～[11]分别讨论和建立了无约束和不等式约束的离散minimax问题的区间算法.文[12]、[13]则讨论了最坏     

基于数论的总体优化随机搜索算法

本文研究了多峰函数的总体优化问题.提出了基于数论的总体优化随机搜索算法,证明了算法依概率1收敛到总体极值点,并给出了计算示例.     

GLOBAL CONVERGENCE OF A TRUST REGION ALGORITHM USING INEXACT GRADIENT FOR EQUALITY-CONSTRAINED OPTIMIZATION

1 IntroductionIn this papert we study following nonlinear equlity-constrained optimization problem,where C(x) = (of(x), c200,' t c.(x))"(m 5 n), f, ci: R" -- R are at least twice contimuouslydifferentiable, AC(~) has fllll column rank in the range of interest.There are many trust-region algorithms for problem (1.1), (see [11,[2],[5]), these papershave a same point that is using exact gradient informations, but it is in realistic application.[3] and [41 give a trust region algorithm using i…     

多层线性规划问题的整体优化算法

本文研究了求解多层线性规划问题的整体优化算法,利用流动等值面技术,证明了算法的有限终止性,并给出实际例子验证了算法的有效性.     

AN IMPLEMENTABLE ALGORITHM AND ITS CONVERGENCE FOR GLOBAL MINIMIZATION WITH CONSTRAINS

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 EFFECTIVE SEQUENTIAL QUADRATIC PROGRAMMING ALGORITHM FOR NONLINEAR OPTIMIZATION PROBLEMS

In this paper,a new globally convergent algorithm for nonlinear optimization prablems with equality and inequality constraints is presented. The new algorithm is of SQP type which determines a search direction by solving a quadratic programming subproblem per itera-tion. Some revisions on the quadratic programming subproblem have been made in such a way that the associated constraint region is nonempty for each point x generated by the algorithm, i. e. , the subproblems always have optimal solutions. The new algorithm has two important properties. The computation of revision parameter for guaranteeing the consistency of quadratic sub-problem and the computation of the second order correction step for superlinear convergence use the same inverse of a matrix per iteration, so the computation amount of the new algorithm will not be increased much more than other SQP type algorithms; Another is that the new algorithm can give automatically a feasible point as a starting point for the quadratic subproblems pe