MODIFIED INTEGRAL-LEVEL SET METHOD FOR THE CONSTRAINED SOLVING GLOBAL OPTIMIZATION

Applied Mathematics and Mechanics (English Edition) ›› 2004, Vol. 25 ›› Issue (2): 202-209.

MODIFIED INTEGRAL-LEVEL SET METHOD FOR THE CONSTRAINED SOLVING GLOBAL OPTIMIZATION

田蔚文¹, 邬冬华^1,2, 张连生¹, 李善良³

1. Department of Mathematics, School of Science, Shanghai University, Shanghai 200436, P. R. China;
2. Department of Mathematics, Nanjing University, Nanjing 210093, P. R. China;
3. School of Management, Fudan University, Shanghai 200433, P. R. China

收稿日期:2002-05-28 修回日期:2003-09-09 出版日期:2004-02-18 发布日期:2004-02-18
基金资助:
the National Natural Science Foundation of China (19871053);the Research and Development Foundation of Shanghai Educational Commission;the Young Foundation of Shanghai Municipal Commission of Education

MODIFIED INTEGRAL-LEVEL SET METHOD FOR THE CONSTRAINED SOLVING GLOBAL OPTIMIZATION

TIAN Wei-wen¹, WU Dong-hua^1,2, ZHANG Lian-sheng¹, LI Shan-liang³

1. Department of Mathematics, School of Science, Shanghai University, Shanghai 200436, P. R. China;
2. Department of Mathematics, Nanjing University, Nanjing 210093, P. R. China;
3. School of Management, Fudan University, Shanghai 200433, P. R. China

Received:2002-05-28 Revised:2003-09-09 Online:2004-02-18 Published:2004-02-18
Supported by:
the National Natural Science Foundation of China (19871053);the Research and Development Foundation of Shanghai Educational Commission;the Young Foundation of Shanghai Municipal Commission of Education

摘要/Abstract

摘要： 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 Problem. 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.

Abstract: 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 Problem. 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.

中图分类号:

田蔚文;邬冬华;张连生;李善良. MODIFIED INTEGRAL-LEVEL SET METHOD FOR THE CONSTRAINED SOLVING GLOBAL OPTIMIZATION[J]. Applied Mathematics and Mechanics (English Edition), 2004, 25(2): 202-209.

TIAN Wei-wen;WU Dong-hua;ZHANG Lian-sheng;LI Shan-liang. MODIFIED INTEGRAL-LEVEL SET METHOD FOR THE CONSTRAINED SOLVING GLOBAL OPTIMIZATION[J]. Applied Mathematics and Mechanics (English Edition), 2004, 25(2): 202-209.

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MODIFIED INTEGRAL-LEVEL SET METHOD FOR THE CONSTRAINED SOLVING GLOBAL OPTIMIZATION

MODIFIED INTEGRAL-LEVEL SET METHOD FOR THE CONSTRAINED SOLVING GLOBAL OPTIMIZATION

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