求非光滑全局优化问题的区间算法(英文)  

An Interval Method for Nonsmooth Global Optimization Problem

作　　者：申培萍[1] 张可村[1] 

机构地区：[1]西安交通大学理学院,西安710049

出　　处：《运筹学学报》2002年第2期9-18,共10页Operations Research Transactions

基　　金：This paper is supported by The National Natural Science Foundation of China (69874010); the aid financially plan for the backbone of the young teachers in province university of Henan.

摘　　要：本文通过区间工具和目标函数的特殊导数提出了一个非光滑全局优化问题的区间算法.所提出的方法能给出问题的全部全局极小点及全局极小值.理论分析和数值结果均表明本文方法是有效的.An interval method for nonsmooth global optimization problem is presented 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. Theory analysis and numerical results are presented, show that the method works efficiently.

关 键 词：全局优化 非光滑函数 区间算法 全局极小点 全局极小值 

分 类 号：O224[理学—运筹学与控制论]