一种修正的求约束总极值的积分-水平集方法  

Modified Integral-Level Set Method for the Constrained Solving Global Optimization

作　　者：田蔚文[1] 邬冬华[1] 张连生[1] 李善良[2] 

机构地区：[1]上海大学理学院数学系,上海200436 [2]复旦大学管理学院,上海200433

出　　处：《应用数学和力学》2004年第2期181-188,共8页Applied Mathematics and Mechanics

基　　金：国家自然科学基金资助项目(19871053);上海市高校科技发展基金资助项目;上海市高校青年基金资助项目

摘　　要：　对于有约束的全局最优化问题,在Chew＿Zheng的《IntegralGlobalOptimization》和邬冬华等的《一种修正的求总极值的积分＿水平集方法的实现算法收敛性》的基础上,给出一种修正的求约束总极值的积分＿水平集方法,它同样具有修正的求总极值的积分＿水平集方法的两个特点:1)每一步构造一个新函数,它与原目标函数具有相同的总极值;2)避免了郑权算法在一般情况下,由于水平集不易求得而造成难以求出水平集的困难·　同时给出了其实现算法。The constrained global optimization problem being considered,a modified integral_level set method was illustrated based on Chew_Zheng's paper on Integral Global Optimization and Wu's paper on Implementable Algorithm Convergence of Modified Integral_Level Set Method for Global Optimization Poblem.It has two characters: 1) each phase must construct a new function which has the same global optimal value as that of primitive objective function; 2) comparing it with Zheng's method,solving level set procedure is avoided. An implementable algorithm also is given and it is proved that this algorithm is convergent.

关 键 词：约束总极值 积分-水平集 收敛性 

分 类 号：O221[理学—运筹学与控制论]