一类求解约束全局优化问题的填充函数  

A Class of Filled Function for Constrained Global Optimization

作　　者：赵德芬[1] 王薇[1] 

机构地区：[1]华东理工大学数学系,上海200237

出　　处：《运筹学学报》2010年第2期119-126,共8页Operations Research Transactions

摘　　要：本文构造了一类求解约束全局优化问题的填充函数,并在适当的假设条件下,证明了其填充性质及其它分析性质;此外,根据所构造的填充函数设计了相应的算法,并给出了数值试验结果,以说明所构造填充函数方法的有效性.In this paper, a class of filled function for constrained global optimization is proposed. Also, its filled properties and other analytical properties are proved under several mild assumptions. In addition, according to the theoretical analysis, a new algo- rithm and two numerical experiments are presented, the computational results show that our algorithm is effective.

关 键 词：运筹学 非线性规划 约束 全局最优 填充函数 

分 类 号：O224[理学—运筹学与控制论]