摘要
本文考虑有约束的非线性互补问题的全局最优化问题，在文《IntegralGlobalOptimizationMethodforSolutionofNonlinearComplementarityproblem》和《一种修正的求总极值的积分一水平集方法》的基础上，给出了一种修正的求约束总极值的积分一水平集方法，它同样具有修正的求总极值的积分一水平集方法的两个特点：1）每一步需要构造一个新的函数，而且它与原目标函数具有相同的总极值；2）避免了郑权算法在一般情况下，由于水平集不易求得而造成难以求出水平的困难。
In this paperl global optimization of constrained problems were considered by ((IotegralGlobaI Optimization Method for Solution of Nonlinear Complementarity Problem 》 and 《AModified Integral-Level Set Method for Solving Global Optimization》. We present a Modifiedconceptual algorithm, which has two characters:a) Each phase must construct a new function which has the same global optimal vaue asprimitive objective function.b) Comparing with Zheng's method, we avoide determining level set procedure.Finally 5 we give an imp1emtable approach,and preIiminary numerical results show that ouralgorithm is more effective.
出处
《应用数学与计算数学学报》
1999年第2期19-29,共11页
Communication on Applied Mathematics and Computation
关键词
约束总极值
积分-水平集
收敛性
非线性互补问题
全局优化
Constrained Global Value, Integral-Level Set, Convergence Criterion, Nonlinear Complemntarity Problem, Average Net Lattic
