一种修正的求约束总极值的积分-水平集方法

基金项目: 国家自然科学基金资助项目(19871053);上海市高校科技发展基金资助项目;上海市高校青年基金资助项目

Modified Integral-Level Set Method for the Constrained Solving Global Optimization

1.
Department of Mathematics, School of Science, Shanghai University, Shanghai 200436, P. R. China;

摘要: 对于有约束的全局最优化问题，在Chew-Zheng的《Integral Global Optimization》和邬冬华等的《一种修正的求总极值的积分-水平集方法的实现算法收敛性》的基础上，给出一种修正的求约束总极值的积分-水平集方法,它同样具有修正的求总极值的积分-水平集方法的两个特点: 1) 每一步构造一个新函数,它与原目标函数具有相同的总极值; 2) 避免了郑权算法在一般情况下,由于水平集不易求得而造成难以求出水平集的困难．同时给出了其实现算法,并证明了算法的收敛性．
- 约束总极值 /
- 积分-水平集 /
- 收敛性
Abstract: The constrained global optimization problem being considered,a modified integral-level set method was illustrated based on Chew-Zheng's paper on Integral Global Optimization and Wu's paper on Implementable Algorithm Convergence of Modified Integral-Level Set Method for Global Optimization Poblem.It has two characters:1)each phase must construct a new function which has the same global optimal value as that of primitive objective function;2)comparing it with Zheng's method, solving level set procedure is avoided.An implementable algorithm also is given and it is proved that this algorithm is convergent.
- constrained global optimization /
- integral-level set /
- convergence

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