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A LEVEL-VALUE ESTIMATION METHOD FOR SOLVING GLOBAL OPTIMIZATION

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    1. Department of Mathematics, Shanghai University, Shanghai 200444, P. R. China;
    2. Department of Mathematics, Nanjing University, Nanjing 210093, P. R. China

Received date: 2005-01-25

  Revised date: 2006-04-11

  Online published: 2006-07-18

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Abstract

A level-value estimation method was illustrated for solving the constrained global optimization problem. The equivalence between the root of a modified variance equation and the optimal value of the original optimization problem is shown. An alternate algorithm based on the Newton's method is presented and the convergence of its implementable approach is proved. Preliminary numerical results indicate that the method is effective.

Cite this article

WU Dong-hua;YU Wu-yang;TIAN Wei-wen;ZHANG Lian-sheng . A LEVEL-VALUE ESTIMATION METHOD FOR SOLVING GLOBAL OPTIMIZATION[J]. Applied Mathematics and Mechanics, 2006 , 27(7) : 1001 -1010 . DOI: 10.1007/s10483-006-0717-1

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