非光滑总体优化的区间算法(英文)  

Interval Algorithms for Nonsmooth Global Optimization

作　　者：申培萍[1] 张可村[1] 王燕军[1] 

机构地区：[1]西安交通大学理学院

出　　处：《应用数学》2002年第3期18-24,共7页Mathematica Applicata

基　　金：ThispaperissuportedbyTheNationalNaturalScienceFoundationofChina(6 9874 0 10 ) ;TheSustentationPlanforthebackboneoftheyoungteachersinuniversitiesofHenanProvince.

摘　　要：本文利用区间工具及目标函数的特殊导数 ,给出一个非光滑总体优化的区间算法 ,该算法提供了目标函数总体极小值及总体极小点的取值界限 (在给定的精度范围内 ) .我们也将算法推广到并行计算中 .数值实验表明本文方法是可靠和有效的 .In this paper, an interval algorithm for nonsmooth global optimization problems are described via interval tools and a special derivative of the objective function f. The method provides bounds for both the global minimum and the localization of global minimizers of the objective functions, we also generalized this algorithm to the case of parallel computations. Numerical experiments show our method is reliable and effective.

关 键 词：总体优化 非光滑函数 区间算法 

分 类 号：O221.2[理学—运筹学与控制论]