• 论文 •

约束全局最优化的水平值估计算法

1. 上海大学数学系,上海大学数学系,上海大学数学系 上海200444;湖南理工学院数学系,湖南岳阳414006,上海200444,上海200444
• 出版日期:2007-03-14 发布日期:2007-03-14

A LEVEL-VALUE ESTIMATION METHOD FOR SOLVING CONSTRAINED GLOBAL OPTIMIZATION

1. Peng Zheng (Department of Mathmatics,Shanghai University,Shanghai 200444,China;Department of Mathmatics, Hunan institute of technology and science,Yueyang 414006,Hunan,China) Wu Donghua Tian Weiwen (Department of Mathmatics,Shanghai University,Shanghai 200444,China)
• Online:2007-03-14 Published:2007-03-14

In this paper,we propose a level-value estimation method for solving constrained global optimization problem.By defining a variance function on the constrained level-set and investigating its properties,applying Newton's method to calculate the root of the equation that the variance function be equai to zero,we establish the level-value estimation method. By using uniform distribution good points set in number-theoretic technique to calculate integral,we construct the implementable algorithm and prove its convergence by showing it satisfies the convergent condition of inexact Newton's method.The efficiency of this algorithm is testified by numerical experimentation.
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