A Level-Value Estimation Method for Solving Global Optimization

WU Dong-hua; YU Wu-yang; TIAN Wei-wen; ZHANG Lian-sheng

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Article Navigation > Applied Mathematics and Mechanics > 2006 > 27(7): 874-882

WU Dong-hua, YU Wu-yang, TIAN Wei-wen, ZHANG Lian-sheng. A Level-Value Estimation Method for Solving Global Optimization[J]. Applied Mathematics and Mechanics, 2006, 27(7): 874-882.

Citation:

WU Dong-hua, YU Wu-yang, TIAN Wei-wen, ZHANG Lian-sheng. A Level-Value Estimation Method for Solving Global Optimization[J]. Applied Mathematics and Mechanics, 2006, 27(7): 874-882.

Citation:

WU Dong-hua, YU Wu-yang, TIAN Wei-wen, ZHANG Lian-sheng. A Level-Value Estimation Method for Solving Global Optimization[J]. Applied Mathematics and Mechanics, 2006, 27(7): 874-882.

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A Level-Value Estimation Method for Solving Global Optimization

1.
Department of Mathematics, Shanghai University, Shanghai 200444, P. R. China;

Received Date: 2005-01-25
Rev Recd Date: 2006-04-11
Publish Date: 2006-07-15

Abstract

Abstract

A level-value estimation method was illustrated for solving the constrained global optimization problem. The equivalence between the root of a modified variance equation and the optimal value of the original optimization problem is shown. An alternate algorithm based on the Newton's method is presented and its implementable approach's convergence is proved. Preliminary numerical results indicate that the method is effective.
- global optimization,
- level-value estimation,
- uniform distribution

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References(7)

References

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