基于Monte-Carlo求约束积分总极值  

An Integral Method for Solving the Constrained Problem Based on Monte-Carlo

作　　者：余泓[1] 王玉青[2] 

机构地区：[1]苏州科技学院数理学院,江苏苏州215009 [2]嘉兴学院数学系,浙江嘉兴314001

出　　处：《苏州科技学院学报（自然科学版）》2007年第4期12-16,60,共6页Journal of Suzhou University of Science and Technology （Natural Science Edition）

摘　　要：利用罚函数法将有约束问题转化成无约束优化问题,提出了变测度积分-水平集方法。通过Monte-Carlo随机投点来实现全局最优解,数值实验说明不仅计算简捷而且具有较高的精度。In this paper, the penalty function method is used to transform a constrained optimal problem into an unconstrained problem, and the variable measure intergral-level set algorithm is proposed. The global optimization is solved with the Monte-Carlo metod. The numerical value cases indicate that this method is not only convenient and fast, but also considerably accurate.

关 键 词：Monte—Carlo 积分一水平集 有约束 

分 类 号：O221[理学—运筹学与控制论]