摘要
对有约束的全局最优化问题,通常的做法是用罚函数将有约束总极值问题转化为无约束总极值问题进行解决.该文采用一种新的思路,结合积分-水平集的优点,通过构造一个简单的新函数实现从有约束向无约束的转化,这种方法相比罚函数方法显得更为简洁,文中给出了相应的算法并证明了算法的收敛性.
A popular method of solving constrained optimization is the penalty method which can change the constrained optimization to the unconstrained optimization. Combining the advantages of the integrallevel set method, we present a new approach, which is more concise than the penalty method, to achieve the transform by constructing a simple function. The corresponding algorithm is given and its convergence is shown.
出处
《上海大学学报（自然科学版）》
CAS
CSCD
2002年第6期507-510,共4页
Journal of Shanghai University:Natural Science Edition
关键词
总极值
约束最优
积分-水平集
global optimization
constrained optimization
integral-level set
