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Applied Mathematics and Mechanics (English Edition) ›› 2008, Vol. 29 ›› Issue (6): 801-809 .doi: https://doi.org/10.1007/s10483-008-0611-y

• Articles • 上一篇    下一篇

凸二次整数规划的随机水平值逼近算法

彭拯1, 2,邬冬华1   

  1. 1.上海大学数学系，上海 200444；
    2.湖南理工学院数学系，湖南岳阳 414006
  • 收稿日期:2007-07-09 修回日期:2008-04-30 出版日期:2008-06-18 发布日期:2008-06-18
  • 通讯作者: 邬冬华

Stochastic level-value approximation for integer programming

PENG Zheng1, 2，WU Dong-hua1   

  1. 1. Department of Mathematics, Shanghai University, Shanghai 200444, P. R. China;
    2. Department of mathematics, Hunan Institute of Science and Technology,Yueyang 414006, Hunan Province, P. R. China
  • Received:2007-07-09 Revised:2008-04-30 Online:2008-06-18 Published:2008-06-18
  • Contact: WU Dong-hua

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摘要： 对凸二次整数极小化问题提出了一种随机水平值逼近算法，该算法应用了重点取样技术，并利用极小化相对熵的思想来更新取样密度，对算法的渐进收敛性进行了证明，给出了数值实验的结果。

Abstract: We propose a stochastic level value approximation method for a quadratic integer convex minimizing problem in this paper. This method applies an importance sampling technique, and make use of the cross-entropy method to update the sample density functions. We also prove the asymptotic convergence of this algorithm, and report some numerical results to illuminate
its effectiveness.

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