A gradually descent method for discrete global optimization  

作　　者：杨永建 张连生 

机构地区：[1]Department of Mathematics College of Sciences,Shanghai University

出　　处：《Journal of Shanghai University(English Edition)》2007年第1期39-44,共6页上海大学学报（英文版）

基　　金：Project supported by the National Natural Science Foundation of China(Grant No.10271073)

摘　　要：In this paper, a new method named as the gradually descent method was proposed to solve the discrete global optimization problem. With the aid of an auxiliary function, this method enables to convert the problem of finding one discrete minimizer of the objective function f to that of finding another at each cycle. The auxiliary function can ensure that a point, except a prescribed point, is not its integer stationary point if the value of objective function at the point is greater than the scalar which is chosen properly. This property leads to a better minimizer of f found more easily by some classical local search methods. The computational results show that this algorithm is quite efficient and reliable for solving nonlinear integer programming problems.In this paper, a new method named as the gradually descent method was proposed to solve the discrete global optimization problem. With the aid of an auxiliary function, this method enables to convert the problem of finding one discrete minimizer of the objective function f to that of finding another at each cycle. The auxiliary function can ensure that a point, except a prescribed point, is not its integer stationary point if the value of objective function at the point is greater than the scalar which is chosen properly. This property leads to a better minimizer of f found more easily by some classical local search methods. The computational results show that this algorithm is quite efficient and reliable for solving nonlinear integer programming problems.

关 键 词：gradually descent method nonlinear integer programming integer programming ALGORITHM 

分 类 号：O224[理学—运筹学与控制论]