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变差积分型约束总极值问题的不连续罚途径

陈柳 姚奕荣 郑权

陈柳, 姚奕荣, 郑权. 变差积分型约束总极值问题的不连续罚途径[J]. 应用数学和力学, 2009, 30(9): 1125-1134. doi: 10.3879/j.issn.1000-0887.2009.09.015
引用本文: 陈柳, 姚奕荣, 郑权. 变差积分型约束总极值问题的不连续罚途径[J]. 应用数学和力学, 2009, 30(9): 1125-1134. doi: 10.3879/j.issn.1000-0887.2009.09.015
CHEN Liu, YAO Yi-rong, ZHENG Quan. Discontinuous Penalty Approach With Deviation Integral for Global Constrained Minimization[J]. Applied Mathematics and Mechanics, 2009, 30(9): 1125-1134. doi: 10.3879/j.issn.1000-0887.2009.09.015
Citation: CHEN Liu, YAO Yi-rong, ZHENG Quan. Discontinuous Penalty Approach With Deviation Integral for Global Constrained Minimization[J]. Applied Mathematics and Mechanics, 2009, 30(9): 1125-1134. doi: 10.3879/j.issn.1000-0887.2009.09.015

变差积分型约束总极值问题的不连续罚途径

doi: 10.3879/j.issn.1000-0887.2009.09.015
基金项目: 国家自然科学基金资助项目(10771133);上海市重点学科(运筹学与控制论)建设资助项目(S30104)
详细信息
    作者简介:

    陈柳(1985- ),女,硕士生(联系人.E-mail:chenliu07@shu.edu.cn).

  • 中图分类号: O327

Discontinuous Penalty Approach With Deviation Integral for Global Constrained Minimization

  • 摘要: 结合积分途径运用不连续精确罚函数来求解全局约束最小化问题.进一步,提出了约束变差积分的一般形式并证明了其分析性质,同时也给出并证明了其全局最优性条件,并由此设计了一个新算法.基于Monte-Carlo模拟技术,运用交叉熵方法和重要样本实现了该算法.数值实验也说明了这个新算法是有效的.
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出版历程
  • 收稿日期:  2009-03-05
  • 修回日期:  2009-06-27
  • 刊出日期:  2009-09-15

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