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

• Articles • Previous Articles     Next Articles

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

TIAN Wei-wen1, WU Dong-hua1,2, ZHANG Lian-sheng1, LI Shan-liang3   

  1. 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

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.

2010 MSC Number: 

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