摘要
1978年，郑权等首先提出了一种用积分─水平集求总极值的方法及用Monte－Carlo随机投点实现的实现其法，其实现算法是否收敛未解决的问题．本文提出一种用数论方法实现的实现算法，并证明了该实现其法是收敛的．初步的数值结果表明，该实现其法是较有效的．
In 1978, Zheng et al. proposed an integral-level set method that it is only a theoretic algorithm, its implementable approach is performed by Monte-Carlo method. Its convergence of implementable approach is still unsolved. In this paper, we present a number-theoretic method to perform, and prove that this approach is convergent.The preliminary numerical results have been shown that this algorithm is more effective.
出处
《运筹学学报》
CSCD
1999年第2期82-89,共8页
Operations Research Transactions
基金
国家自然科学基金!19871053
关键词
积分-水平集
一致分布点集
收敛性
总极值问题
integral-level set
Monte-Carlo method
uniform distribution of good lattice point sequence
