| 修正积分水平集算法的一个实现算法及其收敛性证明 |
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| 引用本文： | 李善良,邬冬华,田蔚文,张连生,高道德.修正积分水平集算法的一个实现算法及其收敛性证明[J].运筹学学报,2001,5(3):29-40. |
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| 作者姓名： | 李善良 邬冬华 田蔚文 张连生 高道德 |
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| 作者单位： | 1. 上海大学数学系,
2. 海通证券公司研究所, |
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| 基金项目： | This work is supported by the National Natural Science Foundation of China(grants 19871053) and by
the Science and Technology |
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| 摘 要： | 郑权等（1978）在“一个求总极值的方法”一文中给出了一个积分水平集求总极值的概念性算法及Monte-Carlo随机投点的实现算法,其收敛性一直未得以解决,本文在张连生,邬冬华等提出的修正算法的基础上,利用数论中一致分布佳点集列,给出了一个实现算法及全局收敛性的证明,为了提高算法的计算效率,文中对算法进行了并行化处理。
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| 关 键 词： | 全局优化 积分水平集 并行算法 一致分布佳点集列 全局收敛性 证明 |
An Implementable Algorithm and Its Convergence of the Modified Integral-Level Method |
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| SHANLIANG LI DONGHUA WU WEIWEN TIAN LIANSHENG ZHANG.An Implementable Algorithm and Its Convergence of the Modified Integral-Level Method[J].OR Transactions,2001,5(3):29-40. |
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| Authors: | SHANLIANG LI DONGHUA WU WEIWEN TIAN LIANSHENG ZHANG |
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| Abstract: | A conceptual algorithm has been proposed by Zheng (1978) in his paper "A Method For Finding the Global Extremum", and the implementation of his algorithm was car- ried out by the Monte-Carlo method.The convergence of the implementable algorithm was always not resolved because of adopting the Monte-Carlo method.In this paper,first we introduce the modified integral-level algorithm and some results proposed by Zhang and Wu etc. then we give an implementable algorithm by means of the good point set of uniform distribution. In order to improve the efficiency of the implementable algo- rithm for the large scale programming,we parallelize the algorithm. Finally, we prove the convergence of the implementable algorithm. |
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| Keywords: | global optimization integral-level set parallel algorithm good point set of uniform distribution |
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