A Level-Value Estimation Method for Solving Global Optimization
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摘要: 给出了一种求约束总极值的水平值估计方法,说明了修正的方差方程的根与原始问题的最优值之间的等价性,给出了一种基于牛顿法的水平值估计算法并证明了实现算法的收敛性.初步的计算例子表明所给算法是有效的.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.
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Key words:
- global optimization /
- level-value estimation /
- uniform distribution
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