一种求有约束总极值的新途径  

A New Approach for Solving Global Minimization of Constrained Problem

作　　者：俞武扬[1] 邬冬华[1] 吕瑜佩[1] 

机构地区：[1]上海大学理学院,上海200436

出　　处：《上海大学学报（自然科学版）》2002年第6期507-510,共4页Journal of Shanghai University:Natural Science Edition

摘　　要：对有约束的全局最优化问题,通常的做法是用罚函数将有约束总极值问题转化为无约束总极值问题进行解决.该文采用一种新的思路,结合积分-水平集的优点,通过构造一个简单的新函数实现从有约束向无约束的转化,这种方法相比罚函数方法显得更为简洁,文中给出了相应的算法并证明了算法的收敛性.A popular method of solving constrained optimization is the penalty method which can change the constrained optimization to the unconstrained optimization. Combining the advantages of the integrallevel set method, we present a new approach, which is more concise than the penalty method, to achieve the transform by constructing a simple function. The corresponding algorithm is given and its convergence is shown.

关 键 词：总极值 约束最优 积分-水平集 

分 类 号：O224[理学—运筹学与控制论]